摘要
本文探讨了一类无界时滞的中立型随机微分方程,给出了保证所讨论的方程的整体解存在的条件,并且得到解的某种矩估计.
This paper investigates a class of neutral stochastic differential equations with unbounded delay.Suitable conditions are given to guarantee the existence of global solutions of such an equation and certain moment estimates of these solutions are obtained.
出处
《应用数学》
CSCD
北大核心
2010年第1期228-236,共9页
Mathematica Applicata
基金
Supported by the National Natural Science Foundation of China(10971077)
关键词
中立型随机微分方程
无界时滞
整体解
矩估计
Neutral stochastic differential equation
Unbounded delay
Global solution
Moment estimate
