中立型随机泛函微分方程的有界性(英文)

Boundedness for Neutral Stochastic Functional Differential Equations

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摘要本文主要讨论了中立型随机泛函微分方程的有界性.我们得到的结果本质上也是一种随机的LaSalle定理. The main aim of this paper is to establish some criteria on the boundedness for neutral stochastic functional differential equations. These new results can be considered as some kinds of stochastic LaSalle-type theorems.

作者戴伟星周少波

机构地区华中科技大学数学系

出处《应用数学》 CSCD 北大核心 2008年第3期622-628,共7页 Mathematica Applicata

基金 the National Natural Science Foundation of China(10671078) Huazhong Uviversity of Science and Technology Foundation(0125011017)

关键词有界性半鞅收敛定理 LaSalle定理 ITO公式 Boundedness Semimartingale convergence theorem LaSalle-type theorem Ito＇s formula

分类号 O211.63 [理学—概率论与数理统计]

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中立型随机泛函微分方程的有界性(英文)

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