| 一类具有依赖时间和状态延迟的随机微分方程解的存在唯一性 |
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| 引用本文： | 范振成.一类具有依赖时间和状态延迟的随机微分方程解的存在唯一性[J].应用数学学报,2009,32(5). |
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| 作者姓名： | 范振成 |
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| 作者单位： | 闽江学院数学系,福州,350108 |
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| 基金项目： | 福建省科技厅青年人才 |
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| 摘 要： | 本文利用Banach压缩映像原理证明了在Lipschitz条件和线性增长条件下,一类具有依赖时间和状态延迟的随机微分方程解的存在唯一性.
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| 关 键 词： | 随机延迟微分方程 解析解 存在唯一定理 |
Existence and Uniqueness of the Solution for a Class of Stochastic Differential Equations with Time- and State-dependent Delays |
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| FAN ZHENCHENG.Existence and Uniqueness of the Solution for a Class of Stochastic Differential Equations with Time- and State-dependent Delays[J].Acta Mathematicae Applicatae Sinica,2009,32(5). |
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| Authors: | FAN ZHENCHENG |
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| Abstract: | In this paper, we proved that a class of stochastic differential equations with time- and state-dependent delays exists a unique solution under the Lipschitz and the linear growth conditions by using the Banach contraction mapping. |
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| Keywords: | stochastic delay differential equations analytic solution unique existence theorem |
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