应用数学2011，Vol.24Issue(4)：731-737,7.
B空间中无限时滞随机泛函微分方程解的估计
Estimates of Solutions for Stochastic Functional Differential Equations with Infinite Delay at Phase Space B
摘要
Abstract
The estimate of solutions for stochastic functional differential equations with infinite delay at phase space B is discussed in this paper.By using Burkholder-Davis-Gundy inequality and It(o)formula and fundamental inequality,the estimate of the pth moment of solution for stochastic functional differential equations with infinite delay is obtained.Further,the sample Liapunov exponent estimate of solution and the continuity of the pth moment for solution are derived.关键词
随机泛函微分方程/无限时滞/相空间B/It(o)公式/矩估计Key words
Stochastic functional differential equations/Infinite delay/Phase space B/It(o)'s formula/Moment estimates分类
数理科学引用本文复制引用
魏凤英..B空间中无限时滞随机泛函微分方程解的估计[J].应用数学,2011,24(4):731-737,7.基金项目
Supported by National Natural Science Foundation of China (10726062),Natural Science Foundation of Fujian Province of China (S0750007,2010J01005),Science and Technology Development Foundation of Fuzhou University (2010-XQ-24) and Start-up Fund of Fuzhou University under Grant (0030824983) （10726062）
