具有Markov 跳参数随机微分时滞方程的吸引子

对有限维空间具有Markov参数的随机微分时滞方程的吸引子进行了讨论．根据半鞅收敛定理和Ito公式证明了一个引理．给出了吸引子的定义，并根据引理证明了方程的解无限许多次到达吸引子中，从而得到方程解的弱吸引子是存在的．通过一个例子对得到的结论进行了说明．

Attractor of stochastic differential delay equations with Markov jumping parameters

The attractor is discussed for stochastic differential delay equations with Markov switching on finite dimension. Based on the semimartingale convergence theorem and the generalized Ito^ formula, a Lemma is proved. The definition of attractor is presented, it is proved that the solutions of equation visit the neighborhood of attractor infinitely many times. So a weak attractor is existence for the solutions. Furthermore, an example is studied to illustrate the theory.