上下解方法给出具有时滞随机泛函微分方程解的存在性(英文)
Existence Theorem of Solutions to Stochastic Functional Differential Equations with Delays by Method of Upper and Lower Solutions
摘要
讨论了具有不连续飘逸系数具有时滞的随机泛函微分方程,通过上下解方法和序拓扑空间中不动点原理给出了其解的存在性定理.
We consider stochastic functional differential equations with delays and discontinuous drift coefficient. We derive the existence of solutions by means of upper and lower solutions method and a fixed point theorem for ordered topological space.
出处
《大学数学》
2009年第5期20-24,共5页
College Mathematics
关键词
泛函随机微分方程
上下解
不连续飘逸系数
单调映射的不动点原理
stochastic functional differential equations
upper and lower solutions
discontinuous drift
fixed point theorem for monotone mappings
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