非Lipschitz条件下随机中性技术进步与投资系统解的存在唯一性  

Existence and Uniqueness of Stochastic Neutral Technical Progress and Investment System under Non-Lipschitz Condition

作　　者：严燕[1] 韩笑[2] 

机构地区：[1]河南财经政法大学数学与信息科学系,郑州450046 [2]吉林大学数学学院,长春130012

出　　处：《吉林大学学报（理学版）》2012年第5期935-939,共5页Journal of Jilin University:Science Edition

基　　金：国家自然科学基金(批准号:61143002);吉林大学基本科研业务费项目(批准号:201103195)

摘　　要：讨论一类随机中性技术进步与投资系统模型解的存在唯一性.在该模型方程系数所满足的非Lipschitz条件并含有与时间相关系数的条件下,应用Bihari不等式、Burkholder-Davis-Gundy’s不等式和Gronwall不等式等,通过一系列逼近方程证明了系统解的存在唯一性.A class of stochastic neutral technical progress and investment system was discussed. By successive approximations of solutions in a general functional setting, the existence and uniqueness of solution for stochastic age-dependent population dynamic system were proved by means of the Bihari inequality, the Burkholder-Davis-Gundy＇ s inequality and the Gronwall inequality under non-Lipschitz condition, which depends on time.

关 键 词：非LIPSCHITZ条件 存在性 唯一性 随机中性技术 投资系统 

分 类 号：O211.63[理学—概率论与数理统计]