具有多项式增长系数的随机延迟微分方程的整体解与矩估计  

Global Solutions and Moment Estimate of Stochastic Delay Differential Equations with Coefficients of Polynomial Growth

作　　者：王琳[1] 

机构地区：[1]广东工业大学应用数学学院,广州510520

出　　处：《应用数学学报》2016年第5期775-785,共11页Acta Mathematicae Applicatae Sinica

基　　金：国家自然科学基金(11201083);广东省自然科学基金(S2013010016270)资助项目

摘　　要：本文用Ito公式和Lyapunov函数法为具有多项式增长系数的随机延迟微分方程的整体解的存在和矩有界给出一个充分的条件.此条件适用于无限时滞的随机系统,对于有限时滞的随机系统也成立.The main aim of this paper is to give a new condition which assures a class of stochastic delay differential equations with coefficients of polynomial growth have a unique solution and at the same time the moment of the solution is bounded by using Ito formula and Lyapunov functions. The results can be used not only in the case of bounded delay but also in the case of unbounded delay.

关 键 词：随机延迟微分方程 多项式增长 整体解 矩估计 无限时滞 

分 类 号：O211.63[理学—概率论与数理统计]