非Lipschitz条件下由G-布朗运动驱动的随机泛函微分方程解的存在唯一性  

Existence and Uniqueness of the Solution to a Stochastic Functional Differential Equation Driven by G-Brownian Motion under Non-Lipschitz Condition

作　　者：梁青[1] LIANG Qing(School of Mathematics and Statistics,Hainan Normal University,Haikou 571158,China)

机构地区：[1]海南师范大学数学与统计学院,海南海口571158

出　　处：《海南师范大学学报（自然科学版）》2018年第1期81-85,共5页Journal of Hainan Normal University（Natural Science）

基　　金：海南省自然科学基金(117096)

摘　　要：文章研究了由G-布朗运动驱动的随机泛函微分方程,在非Lipschitz条件和弱化的线性增长条件下,利用Picard迭代法证明了其解的存在性和唯一性.The stochastic functional differential equation driven by G-Brownian motion is studied in this paper.The exist-ence and uniqueness of its solution under non-Lipschitz condition and a weakened linear growth condition are obtained by means of the Picard approximation.

关 键 词：G-布朗运动 随机泛函微分方程 非LIPSCHITZ条件 

分 类 号：O211.6[理学—概率论与数理统计]