Lévy过程与无限时滞的脉冲中立型随机微积分方程(英文)  

Neutral Impulsive Stochastic Integro-Differential Equations with Infinite Delay and Lévy Processes

作　　者：Diem Dang Huan 

机构地区：[1]南京师范大学数学科学学院,江苏南京210023 [2]北江农林大学基础科学学院

出　　处：《南京师大学报（自然科学版）》2013年第4期14-21,共8页Journal of Nanjing Normal University(Natural Science Edition)

基　　金：Supported by the National Natural Science Foundation of China(11171158);Qing Lan and "333" Project of Jiangsu Province;the Natural Science Foundation of Jiangsu Higher Education Committee(11KJA110001)

摘　　要：本文研究了一类Lévy过程与无限时滞的脉冲中立型随机微积分方程(NISIEIL).首先,在一类广义利普布茨条件下,我们通过逐次逼近建立了布尔伯特空间中NISIEIL温和解的存在唯一性.其次,我们给出了解对初始值的连续依赖性.改进并推广了已有的结果.This paper study a class of neutral impulsive stochastic integro-differential equations with infinite delay and L6vy processes（NISIEIL）. We establish the existence and uniqueness of mild solutions for NISIEIL under a class of gen- eralized Lipschitz conditions to the Hilbert space by means of the successive approximation. Furthermore, we give the continuous dependence of solutions on the initial data. Some well-known results are generalized and improved.

关 键 词：预解算子 中立型随机微积分方程 相空间 脉冲 温和解 

分 类 号：O211.63[理学—概率论与数理统计]