研究了Hirst参数H>1/2分数Brown运动驱动的随机延迟微分方程(SDDE),随机积分如Duncan et al.[9]所定义的Wick-It■型随机积分,在系数具有充分正则性条件下,证明了随机延迟微分方程解的存在唯—性,其中利用了Malliavinφ-导数及随机...研究了Hirst参数H>1/2分数Brown运动驱动的随机延迟微分方程(SDDE),随机积分如Duncan et al.[9]所定义的Wick-It■型随机积分,在系数具有充分正则性条件下,证明了随机延迟微分方程解的存在唯—性,其中利用了Malliavinφ-导数及随机分析。展开更多
基金国家自然科学基金(No.10571159)教育部博士点专项基金(No.20060335032)the Korea Research Foundation Grant Funded by Korea Government(MoEHRD Basic Research Fund)(No.Mol-2003-000-10302-0)资助的项目
基金Supported by the Science Research Foundations for the Doctoral Program of Guilin University of Electronic Technology under Grant(UF09007Y)the Guangxi Natural Science Foundations under Grant(2010GXNSB013049)the National Natural Science Foundations under Grant(11101100,71001015)
基金Supported by National Natural Science Foundation of China(11661025)Science Research Foundation of Guangxi Education Department(YB2014117)+1 种基金Guangxi Natural Science Foundation(2018GXNSFBA281076,2017GXNSFBA198179)Guangxi Programme for Promoting Young Teachers’s Ability(2018KY0214).