摘要
利用概周期函数和指数型二分性的性质、Ito等距公式及Banach不动点定理,给出了随机积分-微分方程dx=[A(t)x(t)+F1(t,x(t))]dt+sum from j=1 to m∫t-∞C(t-u)Gj(u,x(u))dW(u)+∫t-∞B(t-u)F2(us(u))du均方概周期解的存在唯一性定理.
We studied the following stochastic integro-differential equation dx=[A(t)x(t)+F1(t,x(t))]dt+C(t-u)G1(u,x(u))dWt(u) +B(t - u)F2(u,x(u) )du. Using the properties of almost periodic functions and exponential dichotomy,Ito isometry formula as well as Banach fixed point theorem,we established the theorem for the existence and uniqueness of square-mean almost periodic solutions of the equations.
出处
《吉林大学学报(理学版)》
CAS
CSCD
北大核心
2013年第3期393-397,共5页
Journal of Jilin University:Science Edition
基金
国家自然科学基金(批准号:11171191
11201266)
山东省自然科学基金(批准号:Y2008A30
ZR2010AL011)
关键词
随机过程
均方概周期解
随机积分-微分方程
指数型二分性
stochastic processes
square-mean almost periodicity
stochastic integro-differential equation
exponential dichotomy