中立型随机泛函微分方程的有界性(英文)  

Boundedness for Neutral Stochastic Functional Differential Equations

作　　者：戴伟星[1] 周少波[1] 

机构地区：[1]华中科技大学数学系,湖北武汉430074

出　　处：《应用数学》2008年第3期622-628,共7页Mathematica Applicata

基　　金：the National Natural Science Foundation of China(10671078);Huazhong Uviversity of Science and Technology Foundation(0125011017)

摘　　要：本文主要讨论了中立型随机泛函微分方程的有界性.我们得到的结果本质上也是一种随机的LaSalle定理.The main aim of this paper is to establish some criteria on the boundedness for neutral stochastic functional differential equations. These new results can be considered as some kinds of stochastic LaSalle-type theorems.

关 键 词：有界性 半鞅收敛定理 LaSalle定理 ITO公式 

分 类 号：O211.63[理学—概率论与数理统计]