随机延迟微分方程的正整体解及矩有界

doi:10.3969/j.issn.1007-7162.2013.01.013

广东工业大学学报 ›› 2013, Vol. 30 ›› Issue (1): 73-75.doi: 10.3969/j.issn.1007-7162.2013.01.013

随机延迟微分方程的正整体解及矩有界

王琳

广东工业大学应用数学学院，广东广州 510520

收稿日期:2012-10-04 出版日期:2013-03-30 发布日期:2013-03-30
作者简介:王琳（1980-），女，讲师，博士，主要研究方向为随机动力系统理论.
基金资助:
广东工业大学博士启动基金资助项目（093054）

Uniqueness and Moment Boundedness of Global Positive Solutions to the Stochastic Delay Differential Equations

Wang Lin

School of Applied Mathematics，Guangdong University of Technology, Guangzhou 510520, China

Received:2012-10-04 Online:2013-03-30 Published:2013-03-30

摘要/Abstract

摘要： 主要构造了Lyapunov函数V(x)，然后给出一个一般条件，应用Khasminskii-Mao定理，得到非线性随机延迟微分方程（SDDEs）正整体解存在，且这个解p阶矩有界.

关键词: 正整体解；Lyapunov函数；矩有界

Abstract: It constructs a Lyapunov function V(x) and then gives the general conditions to obtain unique global positive solutions to nonlinear Stochastic Delay Differential Equations(SDDEs) and at the same time p th-moment boundedness of the solutions. The above work is a practical application of the Khasminskii-Mao theorem.

Key words: global positive solutions; Lyapunov function; moment boundedness

王琳. 随机延迟微分方程的正整体解及矩有界[J]. 广东工业大学学报, 2013, 30(1): 73-75.

Wang Lin. Uniqueness and Moment Boundedness of Global Positive Solutions to the Stochastic Delay Differential Equations[J]. Journal of Guangdong University of Technology, 2013, 30(1): 73-75.

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随机延迟微分方程的正整体解及矩有界

Uniqueness and Moment Boundedness of Global Positive Solutions to the Stochastic Delay Differential Equations

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