SDE 有无解判断

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opuikl_0 Posted at 2017-4-19 15:21:59 |Read mode

（1）证明 SDE $dX_t=X_t^3dt+X_t^2dW_t$ 无解.

（2）证明 SDE $dX_t=3X_t^\frac{1}{3}dt+3X_t^\frac{2}{3}dW_t, X_0=0$ 有无数个解.

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2025-4-21 01:30 GMT+8

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