本文讨论一维随机微分方程 dx_t=σ(t_1,x_t)dB_t+b(t_1,x_t)dt的强解在轨道意义下的唯一性,得到了定理1,同时,把定理1的结果推广到半鞅随机微分方程 dx_t=f(t_1,x_t)dM_t+g(t_1,x_t)dA_t得到定理2,从而,推广了文献[1],[2]相应结果。

On the Uniqueness of Strong Solutions for Stochastic differential Equations Hu ZechengIn this paper, we obtain the conditions for pathwise uniqueness of solu- tions to the stochastic differential equations dX_t=σ(t, x_t)dB_t+ d(t, x_t)dt and those for uniqueness of solutions to the stochastic differential equatio-- ns with respact to semi-martingales. dx =f (t, x_t)dM_t +g (t, x_t)dAt