摘要
对有限维空间具有Markov参数的随机微分时滞方程的吸引子进行了讨论.根据半鞅收敛定理和Ito^公式证明了一个引理.给出了吸引子的定义,并根据引理证明了方程的解无限许多次到达吸引子中,从而得到方程解的弱吸引子是存在的.通过一个例子对得到的结论进行了说明.
The attractor is discussed for stochastic differential delay equations with Markov switching on finite dimension. Based on the semimartingale convergence theorem and the generalized Ito^ formula, a Lemma is proved. The definition of attractor is presented, it is proved that the solutions of equation visit the neighborhood of attractor infinitely many times. So a weak attractor is existence for the solutions. Furthermore, an example is studied to illustrate the theory.
出处
《华中师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2004年第4期411-414,共4页
Journal of Central China Normal University：Natural Sciences
基金
宁夏自然科学基金资助项目(G002)
宁夏高等学校科学研究基金资助项目(NJ04003).
