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Existence and uniqueness for solutions of mixed stochastic delay differential equations
Research in the Mathematical Sciences ( IF 1.2 ) Pub Date : 2021-06-11 , DOI: 10.1007/s40687-021-00275-2
Weiguo Liu , Qianyi Yu , Xinwen Zhang

We consider a class of one-dimensional mixed stochastic delay differential equations driven by Brownian motions and fractional Brownian motions with Hurst parameter \(H\in (\frac{1}{2},1).\) A existence and uniqueness result is proved by using a contraction principle and some priori estimations. Some previous works are generalized and improved partially.



中文翻译:

混合随机延迟微分方程解的存在唯一性

我们考虑一类由布朗运动和分数布朗运动驱动的具有 Hurst 参数\(H\in (\frac{1}{2},1).\)的一维混合随机延迟微分方程,其存在唯一性结果为通过使用收缩原理和一些先验估计证明。一些以前的工作被概括和部分改进。

更新日期:2021-06-13
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