| 非全局Lipschitz条件下随机延迟微分方程解的存在唯一性定理 |
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| 引用本文： | 范振成.非全局Lipschitz条件下随机延迟微分方程解的存在唯一性定理[J].闽江学院学报,2010,31(2):1-4. |
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| 作者姓名： | 范振成 |
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| 作者单位： | 闽江学院数学系,福建,福州,350108 |
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| 基金项目： | 福建省教育厅科技规划项目(JA09192) |
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| 摘 要： | 在局部Lipschitz条件和线性增长条件下，随机延迟微分方程有唯一解．然而，很多具有实际背景的随机延迟微分方程不满足线性增长条件．本文改进了解存在唯一的条件，用单调性条件取代了线性增长条件．
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| 关 键 词： | 随机延迟微分方程 非全局Lipschitz条件 存在唯一定理 |
The existence and uniqueness of the analytical solutions under the non-global Lipschitz conditions for the stochastic delay differential equations |
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| FAN Zhen-cheng.The existence and uniqueness of the analytical solutions under the non-global Lipschitz conditions for the stochastic delay differential equations[J].Journal of Minjiang University,2010,31(2):1-4. |
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| Authors: | FAN Zhen-cheng |
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| Institution: | Department of mathematics;Minjiang University;Fuzhou;Fujian 350108;China |
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| Abstract: | There exists the unique solution for stochastic delay differential equations(SDDEs) under the local Lipschitz condition and the linear growth condition.However,the linear growth condition doesn't hold for most of the SDDEs owning application background.In this paper,the linear growth condition was replaced with the monotone condition to improve on these conditions. |
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| Keywords: | stochastic delay differential equations non-global Lipschitz conditions unique existence theorem |
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