| 带有泊松跳跃马尔可夫调制的中立型随机时滞微分方程近似解的依概率收敛 |
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| 引用本文： | 杨桂元,刘德志.带有泊松跳跃马尔可夫调制的中立型随机时滞微分方程近似解的依概率收敛[J].应用概率统计,2010,26(4):399-410. |
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| 作者姓名： | 杨桂元 刘德志 |
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| 作者单位： | 安徽财经大学统计与应用数学学院,蚌埠,233030 |
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| 摘 要： | 本文在局部Lipschitz条件和一些附加条件下得到了方程的全局解,
而未使用线性增长条件. 另外,
对带有泊松跳跃马尔可夫调制的中立型随机时滞微分方程近似解的收敛性进行了研究,
取代了以往的均方收敛方式, 改为依概率收敛.
从而对现有的一些结果进行了改进.
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| 关 键 词： | 依概率收敛 中立 随机 泊松跳跃 马尔可夫调制 时滞. |
Convergence in Probability of Approximate Solutions for
Neutral Stochastic Differential Delay Equations with
Poisson Jumps and Markovian Switching |
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| YANG GUIYUAN,LIU DEZHI.Convergence in Probability of Approximate Solutions for
Neutral Stochastic Differential Delay Equations with
Poisson Jumps and Markovian Switching[J].Chinese Journal of Applied Probability and Statisties,2010,26(4):399-410. |
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| Authors: | YANG GUIYUAN LIU DEZHI |
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| Institution: | School of Statistics and Applied Mathematics,Anhui University of Finance and Economics |
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| Abstract: | In the paper, a global solution is guaranteed
under local Lipschitz condition and some additional conditions
without linear growth condition. Later, the convergence in
probability of approximate solutions is investigated on the neutral
stochastic differential delay equations with Poisson jumps and
Markovian switching, instead of $L^{2}$. Some known results are
generalized and improved. |
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| Keywords: | Convergence in probability neutral stochastic Poisson jumps Markovian switching delay |
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