全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

带Markov切换Poisson跳的非线性随机时滞微分方程解的矩有界性
Moment Boundedness of Solutions to Nonlinear Stochastic Delay Differential Equations with Markovian Switching and Poisson Jumps

DOI: 10.12677/AAM.2021.1010360, PP. 3421-3426

Keywords: 随机时滞微分方程,Markov切换Poisson跳,解的矩有界性
Stochastic Delay Differential Equations
, Markovian Switching and Poisson Jumps, Moment Boundedness of Solutions

Full-Text   Cite this paper   Add to My Lib

Abstract:

研究了一类带Markov切换Poisson跳的非线性随机时滞微分方程解的矩有界性。首先,证明了该方程解的存在唯一性;其次,利用随机分析和不等式技巧得到了该方程的解是矩有界的。
This paper investigates the moment boundedness of the solutions to nonlinear stochastic delay differential equations with Markovian switching and Poisson jumps. It is first proved the existence and uniqueness of the solution for such an equation. By using stochastic analysis and inequality techniques, it is then obtained that the solution is moment bounded.

References

[1]  Mao, X. (1997) Stochastic Differential Equations and Application. Horwood Publication, Chichester.
[2]  ?ksendal, B. (2003) Stochastic Differential Equations. 6th Ed, Springer-Verlag, Berlin.
[3]  Arnold, L. (2007) Stochastic Differential Equations: Theory and Applications. World Scientific, Singapore.
[4]  Kim, Y.H., Park, C.H. and Bae, M.J. (2016) A Note on the Approximate Solutions to Stochastic Differential Delay Equation. Journal of Applied Mathematics & Informatics, 34, 421-434.
[5]  Mao, X. and Rassias, M. (2007) Almost Sure Asymptotic Estimations for Solutions of Stochastic Differential Delay Equations. International Journal of Applied Mathematics & Statistics, 9, 95-109.
https://doi.org/10.14317/jami.2016.421
[6]  Buckwar, E. (2000) Introduction to the Numerical Analysis of Stochastic Delay Differential Equations. Journal of Computational and Applied Mathematics, 125, 297-307.
https://doi.org/10.1016/S0377-0427(00)00475-1
[7]  Rodkina, A. and Basin, M. (2006) On Delay-dependent Stability for A Class of Nonlinear Stochastic Delay-Differen- tial Equations. Mathematics of Control, Signals and Systems, 18, 187-197.
https://doi.org/10.1007/s00498-006-0163-1
[8]  Mao, X. and Yuan, C. (2006) Stochastic Differential Equations with Markovian Switching. Imperial College Press, London.
https://doi.org/10.1142/p473
[9]  Dieu, N.T. (2016) Some Results on Almost Sure Stability of Non-Autonomous Stochastic Differential Equations with Markovian Switching. Vietnam Journal of Mathematics, 44, 665-677.
https://doi.org/10.1007/s10013-015-0181-8
[10]  Rong, S. (2006) Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering. Springer Science & Business Media, Berlin.
[11]  Wei, Y. and Yang, Q. (2018) Dynamics of the Stochastic Low Concentration Trimolecular Oscillatory Chemical System with Jumps. Communications in Nonlinear Science and Numerical Simulation, 59, 396-408.
https://doi.org/10.1016/j.cnsns.2017.11.019
[12]  Liu, D., Yang, G. and Zhang, W. (2011) The Stability of Neutral Stochastic Delay Differential Equations with Poisson Jumps by Fixed Points. Journal of Computational and Applied Mathematics, 235, 3115-3120.
https://doi.org/10.1016/j.cam.2008.10.030
[13]  Wang, Z., Li, X. and Lei, J. (2014) Moment Boundedness of Linear Stochastic Delay Differential Equations with Distributed Delay. Stochastic Process and Application, 124, 586-612.
https://doi.org/10.1016/j.spa.2013.09.002
[14]  Wang, Z., Li, X. and Lei, J. (2017) Second Moment Boundedness of Linear Stochastic Delay Differential Equations. Discrete and Continuous Dynamical Systems, 19, 2963-2991.
https://doi.org/10.3934/dcdsb.2014.19.2963
[15]  Xu, L., Dai, Z. and He, D. (2018) Exponential Ultimate Boundedness of Impulsive Stochastic Delay Differential Equations. Applied Mathematics Letters, 85, 70-76.
https://doi.org/10.1016/j.aml.2018.05.019
[16]  Mao, W., Hu, L. and Mao, X. (2019) Asymptotic Boundedness and Stability of Solutions to Hybrid Stochastic Differential Equations with Jumps and the Euler-Maruyama Approximation. Discrete and Continuous Dynamical Systems, 24, 587-613.
https://doi.org/10.3934/dcdsb.2018198
[17]  Anderson, W. (1991) Continuous-Time Markov Chains. Springer, New York.
https://doi.org/10.1007/978-1-4612-3038-0

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133