| 广义Khasminskii条件下非线性混杂随机时滞微分方程的解的存在唯一性 |
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| 引用本文： | 任艳科,胡良剑.广义Khasminskii条件下非线性混杂随机时滞微分方程的解的存在唯一性[J].南京气象学院学报,2015,7(2):189-192. |
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| 作者姓名： | 任艳科 胡良剑 |
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| 作者单位： | 东华大学 理学院, 上海, 201620;东华大学 理学院, 上海, 201620 |
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| 基金项目： | 国家自然科学基金(11071037) |
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| 摘 要： | 利用广义伊藤公式证明了混杂随机时滞微分方程(SDDE)在局部Lipschitz和广义Khasminskii条件下存在唯一解,从而涵盖了一大类非线性混杂SDDE.最后给出实例说明了理论的可行性.
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| 关 键 词： | 混杂随机时滞微分方程 马尔科夫链 广义Khasminskii条件 局部极大解 存在唯一性 |
| 收稿时间： | 2014/1/6 0:00:00 |
Existence and uniqueness of nonlinear hybrid stochastic differential delay equations under the generalized Khasminskii-Type conditions |
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| REN Yanke and HU Liangjian.Existence and uniqueness of nonlinear hybrid stochastic differential delay equations under the generalized Khasminskii-Type conditions[J].Journal of Nanjing Institute of Meteorology,2015,7(2):189-192. |
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| Authors: | REN Yanke and HU Liangjian |
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| Institution: | Department of Applied Mathematics, Donghua Univerisity, Shanghai 201620;Department of Applied Mathematics, Donghua Univerisity, Shanghai 201620 |
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| Abstract: | In this paper,by using the generalized It formula,a generalized existence-and-uniqueness theorem for hybrid stochastic differential delay equations(SDDEs) is established under the local Lipschitz condition and the generalized Khasminskii-type conditions.The generalized Khasminskii-type theorem covers a wide class of nonlinear hybrid SDDEs.Finally,an example is given to illustrate the application of the theory. |
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| Keywords: | hybrid SDDE Markovian chain generalized Khasminskii-type conditions local maximum solution existence and uniqueness |
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