首都师范大学学报(自然科学版)2025,Vol.46Issue(2):18-23,6.DOI:10.19789/j.1004-9398.2025.02.003
带分布延迟的随机卷积的正则性
Regularity of stochastic convolution with distributed delay
摘要
Abstract
This paper discusses the regularity of stochastic convolution of a class of linear stochastic functional differential equations with distributed delay driven by fractional Brownian motion.In this paper,the regularity of stochastic convolution is obtained by using the estimation of fundamental solutions and the properties of fractional Brownian motion.In particular,when the coefficient operator of the equation conforms to some specific conditions,this paper gives a condition satisfying the regularity of stochastic convolution.关键词
正则性/分数布朗运动/随机卷积/基本解Key words
regularity/fractional Brown motion/stochastic convolution/fundamental solution分类
数学引用本文复制引用
贾倩,王伟..带分布延迟的随机卷积的正则性[J].首都师范大学学报(自然科学版),2025,46(2):18-23,6.基金项目
天津师范大学研究生科研创新项目(2022KYCX114Y) (2022KYCX114Y)
国家自然科学基金项目(11401436) (11401436)