多时滞随机系统初值问题强解的存在性与唯一性

Existence uniqueness and stochastic differential delay equations

证明了一般多时滞随机系统解的存在性与唯一性,将林壮鹏等确定性时滞型常微分方程的结果推广到It∧o型多时滞随机微分方程。

In this paper,we prove the existence and uniqueness of stochastic differential delay equations.The corresponding results of ordinary differential equations have been extended to stochastic delay systems.