期刊文献+

一类随机积分-微分方程的均方概周期解

Square-Mean Almost Periodic Solutions for a Class of Stochastic Integro-Differential Equations
下载PDF
导出
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
  • 相关文献

参考文献14

  • 1Corduneanu C. Almost Periodic Functions[M]. 2nd ed. New York: Chelsea, 1989.
  • 2Fink A M. Almost Periodic Differential Equations[M]. Lecture Notes in Math, Vol. 377. New York: Springer?Verlag, 1974.
  • 3Bezandry PH, Diagana T. Almost Periodic Stochastic Processes[MJ. New York: Springer, 201lo.
  • 4Varsan C. Asymptotic Almost Periodic Solutions for Stochastic Differential Equations[J]. Tohoku MathJ, 1989, 41(4): 609-618.
  • 5Morozan T, Tudor C. Almost Periodic Solutions of Affine It6 Equations[J]. Stochastic Analysis and Applications, 1989, 7(4): 451-474.
  • 6Prato G, Da, Tudor C. Periodic and Almost Periodic Solutions for Semilinear Stochastic Equations[J]. Stochastic Analysis and Applications, 1995, l3(1): 13-33.
  • 7FU Miao-miao , LIU Zhen-xin. Square-Mean Almost Automorphic Solutions for Some Stochastic Differential Equations[J]. Proc Amer Math Soc, 2010, l38(10): 3689-370lo.
  • 8Bezandry P H. Existence of Almost Periodic Solutions to Some Functional Integro-Differential Stochastic Evolution Equations[J]. Statistics &. Probability Letters, 2008, 78(17): 2844-2849.
  • 9Bezandry PH, Diagana T. Existence of Almost Periodic ,Solutions to Some Stochastic Differential Equations[J]. Appl Anal, 2007, 86(7): 819-827.
  • 10Arnold L, Tudor C. Stationary and Almost Periodic Solutions of Almost Periodic Affine Stochastic Differential Equations[J]. Stochastics and Stochastics Reports, 1998,64(3/4),177-193.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部