| 带矩形反射边界的随机微分方程的强,弱解与解的稳定性 |
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| 引用本文： | 司徒荣.带矩形反射边界的随机微分方程的强,弱解与解的稳定性[J].中山大学学报(自然科学版),1990,29(3):1-11. |
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| 作者姓名： | 司徒荣 |
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| 作者单位： | 中山大学数学系 |
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| 基金项目： | 中山大学高等学术研究中心，国家自然科学基金，中山大学科学研究基金 |
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| 摘 要： |
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| 关 键 词： | 随机微分方程 强 弱解 稳定性 |
On Existence and Stability of Solutions for Reflecting Stochastic Differential Equations with Rectangular Boundary |
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| Situ Rong.On Existence and Stability of Solutions for Reflecting Stochastic Differential Equations with Rectangular Boundary[J].Acta Scientiarum Naturalium Universitatis Sunyatseni,1990,29(3):1-11. |
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| Authors: | Situ Rong |
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| Institution: | Situ Rong Department of Mathematics |
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| Abstract: | For reflecting stoohastic differential equations with rectangular boundary, which can be used as a stochastic model for population control systems and neural network systems~1-3],the existence of weak and strong solutions are obtained under the assumption that the drift coefficient is bounded measurable,the diffu- sion coefficient is uniformly non-degenerate and under non-Lipschitz condition, respectively.Under appropriate condition the stability of solutions is also derived. |
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| Keywords: | reflecting boundary stochastic differential equations strong solutions weak solufions stalility |
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