摘要
本文在局部Lipschitz条件和一些附加条件下得到了方程的全局解,而未使用线性增长条件. 另外,对带有泊松跳跃马尔可夫调制的中立型随机时滞微分方程近似解的收敛性进行了研究,取代了以往的均方收敛方式,改为依概率收敛. 从而对现有的一些结果进行了改进.
In the paper,a global solution is guaranteed under local Lipschitz condition and some additional conditions without linear growth condition.Later,the convergence in probability of approximate solutions is investigated on the neutral stochastic differential delay equations with Poisson jumps and Markovian switching,instead of L2.Some known results are generalized and improved.
出处
《应用概率统计》
CSCD
北大核心
2010年第4期399-410,共12页
Chinese Journal of Applied Probability and Statistics
基金
supported by HSSF of Ministry of Education (08JA630003)
PNSF of Anhui (KJ2007B084 and KJ2008B011)
关键词
依概率收敛
中立
随机
泊松跳跃
马尔可夫调制
时滞
Convergence in probability
neutral
stochastic
Poisson jumps
Markovian switching
delay.
