狭义随机Volterra积分方程解的几乎确定渐近估值  

Almost surely asymptotic estimates of solution to stochastic Volterra integral equation in the narrow sense

作　　者：张春梅[1] 李文学[1] 王克[1,2] 钟金金[1] 

机构地区：[1]哈尔滨工业大学(威海)数学系,山东威海264209 [2]东北师范大学数学与统计学院,吉林长春130024

出　　处：《东北师大学报（自然科学版）》2011年第1期20-24,共5页Journal of Northeast Normal University(Natural Science Edition)

基　　金：国家自然科学基金资助项目(10701020)

摘　　要：研究了狭义随机Volterra积分方程,并利用推广的It公式给出了其解的几乎确定渐近估值,得到了解的样本Lyapunov指数的估计,并说明此结果是对随机微分方程的严格推广.最后考虑了一种特殊情形,进一步验证了几乎确定渐近估值的可行性.Focusing on the almost surely asymptotic estimates,this paper uses generalized It＇s formula to study the stochastic Volterra integral equation in the narrow sense.Further,the sample Lyapunov exponent is obtained,which is a strict extension of the stochastic differential equation.Finally,a special case of equation are used to demonstrate the feasibility of the almost surely asymptotic estimates of solution to stochastic Volterra integral equation.

关 键 词：狭义随机Volterra积分方程 几乎确定渐近估值 样本Lyapunov指数 

分 类 号：O175.5[理学—数学]