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

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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王琳广东工业大学应用数学学院, 广州 510520 Global Solutions and Moment Estimate of Stochastic Delay Differential Equations with Coefficients of Polynomial Growth WANG LinSchool of Applied Mathematics, Guangdong University of Technology, Guangzhou 510520, China

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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.

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收稿日期: 2015-08-11

PACS:

O211.63

基金资助:国家自然科学基金（11201083），广东省自然科学基金（S2013010016270）资助项目.

引用本文:

王琳. 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[J]. 应用数学学报, 2016, 39(5): 765-785. WANG Lin. Global Solutions and Moment Estimate of Stochastic Delay Differential Equations with Coefficients of Polynomial Growth. Acta Mathematicae Applicatae Sinica, 2016, 39(5): 765-785.

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