J4 ›› 2013, Vol. 51 ›› Issue (03): 369-372.

Previous Articles     Next Articles

Existence and Uniqueness of a Stochastic HybridPartial Differential Delay Equation

JIA Xiuli1, GUAN Lihong2, WANG Zhenhua3   

  1. 1. Department of Basic Course, Jilin Business and Technology College, Changchun 130062, China;2. College of Science, Changchun University, Changchun 130022, China;3. Institute of Mathematics, Jilin University, Changchun 130012, China
  • Received:2012-11-05 Online:2013-05-26 Published:2013-05-17
  • Contact: JIA Xiuli E-mail:jiaxiaoyi666@126.com

Abstract:

The It formula and standard truncation procedure were used to study the existence and uniqueness of a stochastic differential delay equation with jumps when the coefficients satisfy local Lipschitz conditions and Khasminskii condition. This result is a Khasminskiitype theorem.

Key words: stochastic differential equation, Markov chain, delay, fix point theorem

CLC Number: 

  • O175.2