带Poisson跳的随机时滞微分方程的矩有界性

Moment Boundedness of Stochastic Delay Differential Equations with Poisson Jumps

研究一类带Poisson跳的随机时滞微分方程解的有界性。运用随机分析以及不等式技巧证明了该方程的解是p(p∈(0,1))-阶矩有界的。

The boundedness of solutions for stochastic delay differential equations with Poisson jumps is in-vestigated in this paper. By using stochastic analysis and inequality techniques, it is proved that the p-th p(p∈(0,1)) moment of the solution of such equations is bounded.