Cg空间中无限时滞随机泛函微分方程解的估计

J4 ›› 2011, Vol. 49 ›› Issue (05): 814-818.

C_g空间中无限时滞随机泛函微分方程解的估计

魏凤英

福州大学数学与计算机科学学院, 福州 350108

收稿日期:2010-12-10 出版日期:2011-09-26 发布日期:2011-09-27
通讯作者: 魏凤英 E-mail:weifengying76@yahoo.com.cn

Estimation of Solutions for Stochastic FunctionalDifferential Equations with Infinite Delay in Phase Space C_g

WEI Fengying

College of Mathematics and Computer Science, Fuzhou University, Fuzhou 350108, China

Received:2010-12-10 Online:2011-09-26 Published:2011-09-27
Contact: WEI Fengying E-mail:weifengying76@yahoo.com.cn

摘要/Abstract

摘要：

利用伊藤公式、 BDG不等式及Hlder不等式, 在相空间C_g中研究无限时滞随机泛函微分方程解的估计, 得到了无限时滞随机泛函微分方程解的p-阶矩估计、样本Liapunov指数估计、 p-阶矩的连续性等结果.

关键词: 随机泛函微分方程；无限时滞； p-阶矩；估计

Abstract:

By means of Ito formula, BDG inequality and Hlder inequality, the estimation of the solutions for stochastic functional differential equations with infinite delay was studied in C_g space. The p-th moment estimation, the sample Liapunov exponential estimation and the continuity for the p-th moment of solution to the system were obtained.

Key words: stochastic functional differential equation, infinite delay, p-th moment, estimation

中图分类号:

O211.63

魏凤英. C_g空间中无限时滞随机泛函微分方程解的估计[J]. J4, 2011, 49(05): 814-818.

WEI Feng-Yang. Estimation of Solutions for Stochastic FunctionalDifferential Equations with Infinite Delay in Phase Space C_g[J]. J4, 2011, 49(05): 814-818.

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