中立型无限时滞带跳随机泛函微分方程解的存在唯一性

Existence and Uniqueness of Solutions to Neutral Stochastic Functional Differential Equations with Infinite Time Delay Driven by Jump Processes

本文首先在Lipschiz条件和线性增长条件下,通过Picard迭代法研究了带跳的无限时滞中立型随机微分方程解的存在唯一性,接着对这这类方程的Picard迭代解与精确解的误差进行估计,最后讨论了解的矩估计。

In this paper, the existence and uniqueness of the solutions to neutral stochastic functional differential equations with infinite time delay driven by jump processes are verified under the Lipschitz conditions and the linear increasing conditions by using the Pieard approximating method. Error between the Picard approximating solution and the accurate solution is estimated. In addition, estimation for the moment of the solution is derived as well.