研究了Hirst参数H>1/2分数Brown运动驱动的随机延迟微分方程(SDDE),随机积分如Duncan et al.[9]所定义的Wick-It■型随机积分,在系数具有充分正则性条件下,证明了随机延迟微分方程解的存在唯—性,其中利用了Malliavinφ-导数及随机...研究了Hirst参数H>1/2分数Brown运动驱动的随机延迟微分方程(SDDE),随机积分如Duncan et al.[9]所定义的Wick-It■型随机积分,在系数具有充分正则性条件下,证明了随机延迟微分方程解的存在唯—性,其中利用了Malliavinφ-导数及随机分析。展开更多
基金Supported by the National Natural Science Foundation of China(11801012)the Key Scientific Research Project of Colleges and Universities of Henan Province(21A110001)。
基金open project(No.47549P0)of the State Key Laboratory of Scientific and Engineering Computing,Chinese Academy of SciencesNational Natural Science Foundation of China(Grant No.10872037)+2 种基金Natural Science Research Project of Henan Province(Grant No.2009A110017)Ministerio de Educación y Ciencia(Spain)(grant MTM2005-05573)Sabbatical Program(SAB2006-0070)of the Spanish Ministry of Education and Science