J4 ›› 2012, Vol. 50 ›› Issue (05): 935-939.

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Existence and Uniqueness of Stochastic Neutral Technical Progressand Investment System under NonLipschitz Condition

YAN Yan1, HAN Xiao2   

  1. 1. Department of Mathematics and Information Science, Henan University of Economics and Law, Zhengzhou 450046, China;2. College of Mathematics, Jilin University, Changchun 130012, China
  • Received:2011-11-07 Online:2012-09-26 Published:2012-09-29
  • Contact: HAN Xiao E-mail:hanx@jlu.edu.cn

Abstract:

A class of stochastic neutral technical progress and investment system was discussed. By successive approximations of solutions in a general functional setting, the existence and uniqueness of solution for stochastic agedependent population dynamic system were proved by means of the Bihari inequality,
the Burkholder-Davis-Gundy’s inequality and the Gronwall inequality under nonLipschitz condition, which depends on time.

Key words: nonLipschitz condition; existence; uniqueness; stochastic neutral technical, investment system

CLC Number: 

  • O211.63