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中立型随泛函微分方程解的存在唯一性

Existence and uniqueness of the solution for stochastic differential equations of neutral type
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摘要 研究由G-布朗运动驱动的中立型随机泛函微分方程,在局部非李普希茨条件下,利用Picard迭代法,证明了方程解的存在唯一性. In this paper,we study the stochastic differential equation of neutral type driven by G-Brownian motion.We prove the existence and uniqueness of the solutions for above mentioned equations under local non-Lipschitz conditions on the coefficients by means of the Picard approximations.
作者 何晓莹 HE Xiaoying(College of Science,Guangxi University of Science and Technology,Liuzhou 545006,China)
出处 《广西科技大学学报》 2020年第3期99-104,共6页 Journal of Guangxi University of Science and Technology
基金 国家自然科学基金项目(11861013) 广西自然科学基金项目(2018GXNSFBA281185) 广西高校中青年教师基础能力提升项目(2017KY0341)资助.
关键词 局部非李普希茨条件 G-布朗运动 随机泛函微分方程 中立型 local non-Lipschitz conditions G-Brownian motion stochastic functional differential equations neutral type
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