无界时滞中立型随机微分方程解的矩估计(英文)  

Moment Estimates of Solutions of Neutral Stochastic Differential Equations with Unbounded Delay

作　　者：胡杨子[1] 吴付科[1] 黄乘明[1] 

机构地区：[1]华中科技大学数学与统计学院,湖北武汉430074

出　　处：《应用数学》2010年第1期228-236,共9页Mathematica Applicata

基　　金：Supported by the National Natural Science Foundation of China(10971077)

摘　　要：本文探讨了一类无界时滞的中立型随机微分方程,给出了保证所讨论的方程的整体解存在的条件,并且得到解的某种矩估计.This paper investigates a class of neutral stochastic differential equations with unbounded delay.Suitable conditions are given to guarantee the existence of global solutions of such an equation and certain moment estimates of these solutions are obtained.

关 键 词：中立型随机微分方程 无界时滞 整体解 矩估计 

分 类 号：O211.63[理学—概率论与数理统计]