中立型带跳的双干扰随机微分方程解的L^p估计

THE L^p ESTIMATION OF NEUTRAL DOUBLY PERTURBED STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY LEVY PROCESSES

对中立型带跳的双干扰随机微分方程解的相关性质进行研究.首先,给出了中立型带跳的双干扰随机微分方程解的L^p估计,由此证明解的p-阶矩的连续性,并得到了由方程解的矩指数稳定性导出解的几乎指数稳定性的充分条件.

This paper deals with some properties of the solution of neutral doubly perturbed stochastic differential equations driven by Levy processes. We obtain the Lp estimation of neutral doubly perturbed stochastic differential equations driven by Levy processes, by which the continuity ofpth moment of solution is qualified. Finally, we give the conditions under which the pth moment exponential stability implies the almost sure exponential stability.