非Lipschitz条件下随机中性技术进步与投资系统解的存在唯一性

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

非Lipschitz条件下随机中性技术进步与投资系统解的存在唯一性

严燕¹, 韩笑²

1. 河南财经政法大学数学与信息科学系, 郑州 450046； 2. 吉林大学数学学院, 长春 130012

收稿日期:2011-11-07 出版日期:2012-09-26 发布日期:2012-09-29
通讯作者: 韩笑 E-mail:hanx@jlu.edu.cn

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

YAN Yan¹, HAN Xiao²

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

摘要/Abstract

摘要：

讨论一类随机中性技术进步与投资系统模型解的存在唯一性. 在该模型方程系数所满足的非Lipschitz条件并含有与时间相关系数的条件下, 应用Bihari不等式、 Burkholder-Davis-Gundy’s不等式和Gronwall不等式等, 通过一系列逼近方程证明了系统解的存在唯一性.

关键词: 非Lipschitz条件；存在性；唯一性；随机中性技术, 投资系统

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

中图分类号:

O211.63

严燕, 韩笑. 非Lipschitz条件下随机中性技术进步与投资系统解的存在唯一性[J]. J4, 2012, 50(05): 935-939.

YAN Yan, HAN Xiao. Existence and Uniqueness of Stochastic Neutral Technical Progressand Investment System under NonLipschitz Condition[J]. J4, 2012, 50(05): 935-939.

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