随机微分方程存在唯一性条件的推广证明

In this paper,we proved stochastic differential equations of existence and uniqueness theorem by successive approximation method, and the proof of the link in the solution of convergence solutions in the limit of supplementary L (2) under the meaning of convergence. Then we combined the existence theorem of stochastic differential equation of linear growth condition, lipschitz condition and the proof, from the initial position parameter, drift parameters and diffusion coefficient and local continuation three aspects of the changed conditions, using random integration of nature and Kolmogrov inequality important inequation finished three promotion condition of existence and uniqueness theorem is proved.