带Markov切换Poisson跳的非线性随机时滞微分方程解的矩有界性  

Moment Boundedness of Solutions to Nonlinear Stochastic Delay Differential Equations with Markovian Switching and Poisson Jumps

作　　者：林宇璇 李光洁 

机构地区：[1]广东外语外贸大学数学与统计学院,广东 广州

出　　处：《应用数学进展》2021年第10期3421-3426,共6页Advances in Applied Mathematics

摘　　要：研究了一类带Markov切换Poisson跳的非线性随机时滞微分方程解的矩有界性。首先,证明了该方程解的存在唯一性;其次,利用随机分析和不等式技巧得到了该方程的解是矩有界的。This paper investigates the moment boundedness of the solutions to nonlinear stochastic delay differential equations with Markovian switching and Poisson jumps. It is first proved the existence and uniqueness of the solution for such an equation. By using stochastic analysis and inequality techniques, it is then obtained that the solution is moment bounded.

关 键 词：随机时滞微分方程 Markov切换Poisson跳 解的矩有界性 

分 类 号：O17[理学—数学]