摘要
利用伊藤公式、BDG不等式及Hlder不等式,在相空间Cg中研究无限时滞随机泛函微分方程解的估计,得到了无限时滞随机泛函微分方程解的p阶矩估计、样本Liapunov指数估计、p阶矩的连续性等结果.
By means of Ito formula,BDG inequality and Hlder inequality,the estimation of the solutions for stochastic functional differential equations with infinite delay was studied in Cg space.The p-th moment estimation,the sample Liapunov exponential estimation and the continuity for the p-th moment of solution to the system were obtained.
出处
《吉林大学学报（理学版）》
CAS
CSCD
北大核心
2011年第5期814-818,共5页
Journal of Jilin University:Science Edition
基金
国家自然科学基金(批准号:10726062)
福建省自然科学基金(批准号:2010J01005)
福州大学科技发展基金(批准号:2010-XQ-24)
关键词
随机泛函微分方程
无限时滞
p阶矩
估计
stochastic functional differential equation
infinite delay
p-th moment
estimation
