分数奥恩斯坦-乌伦贝克过程驱动的无限制延迟随机微分方程的全局吸引集

IF 0.3 Q4 STATISTICS & PROBABILITY
Yarong Peng, Liping Xu, Zhi Li
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引用次数: 0

摘要

本文研究了分数幂空间中受分数 Ornstein-Uhlenbeck 过程 Y H , ξ ( t ) {{Y^{H,\xi}}(t)} 扰动的具有无限制延迟的随机微分方程,H∈ ( 1 2 , 1 ) 。 {H\in(\frac{1}{2},1)} 。随后,用定点定理证明了所考虑方程的温和解的存在性和唯一性。最后,我们通过一些随机分析和不等式技术得到了所考虑方程的全局吸引集。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein–Uhlenbeck process
In this paper, we have studied stochastic differential equations with unbounded delay in fractional power spaces perturbed by fractional Ornstein–Uhlenbeck process Y H , ξ ( t ) {{Y^{H,\xi}}(t)} with H ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} . Subsequently, the existence and uniqueness of mild solution of the considered equation have been proved with fixed-point theorem. Finally, we obtain the global attracting set of the considered equations by some stochastic analysis and inequality technique.
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来源期刊
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations STATISTICS & PROBABILITY-
CiteScore
0.60
自引率
25.00%
发文量
24
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