B空间中无限时滞随机泛函微分方程解的估计(英文)  

Estimates of Solutions for Stochastic Functional Differential Equations with Infinite Delay at Phase Space B

作　　者：魏凤英[1] 

机构地区：[1]福州大学数学与计算机科学学院,福建福州350108

出　　处：《应用数学》2011年第4期731-737,共7页Mathematica Applicata

基　　金：National Natural Science Foundation of China(10726062);Natural Science Foundation of Fujian Province of China(S0750007,2010J01005);Science and Technology Development Foundation of Fuzhou University(2010-XQ-24);Start-up Fund of Fuzhou University under Grant(0030824983)

摘　　要：本文研究B空间中无限时滞随机泛函微分方程解的估计.利用BDG不等式和It公式及基本不等式,得到该方程解的p阶矩估计、样本Liapunov指数估计以及解的连续性等主要结果.The estimate of solutions for stochastic functional differential equations with infinite delay at phase space B is discussed in this paper.By using Burkholder-Davis-Gundy inequality and It formula and fundamental inequality,the estimate of the pth moment of solution for stochastic functional differential equations with infinite delay is obtained.Further,the sample Liapunov exponent estimate of solution and the continuity of the pth moment for solution are derived.

关 键 词：随机泛函微分方程 无限时滞 相空间B It公式 矩估计 

分 类 号：O211.63[理学—概率论与数理统计]