Uniqueness and Moment Boundedness of Global Positive Solutions to the Stochastic Delay Differential Equations

Wang Lin

doi:10.3969/j.issn.1007-7162.2013.01.013

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Uniqueness and Moment Boundedness of Global Positive Solutions to the Stochastic Delay Differential Equations

更新时间：2026-05-27

- Uniqueness and Moment Boundedness of Global Positive Solutions to the Stochastic Delay Differential Equations
- Vol. 30, Issue 1, Pages: 73-75(2013)
- 作者机构：
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- DOI：10.3969/j.issn.1007-7162.2013.01.013
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- Published：2013
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王琳. 随机延迟微分方程的正整体解及矩有界[J]. 广东工业大学学报, 2013, 30(1): 73-75.

Wang Lin. Uniqueness and Moment Boundedness of Global Positive Solutions to the Stochastic Delay Differential Equations[J]. 2013, 30(1): 73-75.
王琳. 随机延迟微分方程的正整体解及矩有界[J]. 广东工业大学学报, 2013, 30(1): 73-75. DOI： 10.3969/j.issn.1007-7162.2013.01.013.

Wang Lin. Uniqueness and Moment Boundedness of Global Positive Solutions to the Stochastic Delay Differential Equations[J]. 2013, 30(1): 73-75. DOI： 10.3969/j.issn.1007-7162.2013.01.013.

摘要

主要构造了Lyapunov函数

(

)，然后给出一个一般条件，应用Khasminskii-Mao定理，得到非线性随机延迟微分方程（SDDEs）正整体解存在，且这个解p阶矩有界.

Abstract

It constructs a Lyapunov function

(x) and then gives the general conditions to obtain unique global positive solutions to nonlinear Stochastic Delay Differential Equations(SDDEs) and at the same time

th-moment boundedness of the solutions. The above work is a practical application of the Khasminskii-Mao theorem.

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