带Poisson跳的随机时滞微分方程的矩有界性
Moment Boundedness of Stochastic Delay Differential Equations with Poisson Jumps
DOI: 10.12677/PM.2021.118170, PDF,    国家自然科学基金支持
作者: 林宇璇, 李光洁*：广东外语外贸大学数学与统计学院，广东 广州
关键词: 随机时滞微分方程；矩有界性；Poisson跳；Stochastic Delay Differential Equations； Moment Boundedness； Poisson Jumps
摘要: 研究一类带Poisson跳的随机时滞微分方程解的有界性。运用随机分析以及不等式技巧证明了该方程的解是p(p∈(0,1))-阶矩有界的。
Abstract: The boundedness of solutions for stochastic delay differential equations with Poisson jumps is in-vestigated in this paper. By using stochastic analysis and inequality techniques, it is proved that the p-th p(p∈(0,1)) moment of the solution of such equations is bounded.
文章引用：林宇璇, 李光洁. 带Poisson跳的随机时滞微分方程的矩有界性[J]. 理论数学, 2021, 11(8): 1511-1516. https://doi.org/10.12677/PM.2021.118170

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