Comparison Theorem for Stochastic Functional Differential Equations and Applications

被引：9

作者：

Bai, Xiaoming ^{[1
]}

Jiang, Jifa ^{[2
]}

机构：

[1] Hefei Univ Technol, Math & Sci Coll, Hefei 230009, Anhui, Peoples R China

[2] Shanghai Normal Univ, Math & Sci Coll, Shanghai 200234, Peoples R China

来源：

JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS | 2017年 / 29卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Comparison theorem; Stochastic functional differential equations; Quasimonotone condition; Stochastic neutral network;

D O I：

10.1007/s10884-014-9406-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The comparison theorem is proved for stochastic functional differential equations whose drift term satisfies the quasimonotone condition and diffusion term is independent of delay. Application is given to stochastic neutral networks with delays.

引用

页码：1 / 24

页数：24

共 50 条

[1] Comparison Theorem for Stochastic Functional Differential Equations and Applications
Xiaoming Bai
Jifa Jiang
Journal of Dynamics and Differential Equations, 2017, 29 : 1 - 24
[2] A Comparison Theorem for Stochastic Differential Equations and Its Applications in Economics
Ma, Li Xia
Xu, Gen Qi
Mastorakis, Nikos E.
NEW ASPECTS OF SYSTEMS THEORY AND SCIENTIFIC COMPUTATION, 2010, : 34 - +
[3] A COMPARISON THEOREM FOR SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS AND ITS APPLICATIONS
HUANG, ZY
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1984, 91 (04) : 611 - 617
[4] A PERIODICITY THEOREM FOR FUNCTIONAL DIFFERENTIAL EQUATIONS WITH APPLICATIONS
GRAFTON, RB
STUDIES IN APPLIED MATHEMATICS, 1969, (05) : 91 - &
[5] COMPARISON THEOREM FOR CERTAIN FUNCTIONAL DIFFERENTIAL EQUATIONS
TRUE, ED
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1975, 47 (01) : 127 - 132
[6] Stochastic comparison of solutions of stochastic functional differential equations
Luo, Jiaowan
ZEITSCHRIFT FUR ANALYSIS UND IHRE ANWENDUNGEN, 2007, 26 (04): : 467 - 471
[7] Comparison Theorem for Stochastic Differential Delay Equations with Jumps
Jianhai Bao
Chenggui Yuan
Acta Applicandae Mathematicae, 2011, 116
[8] A GENERAL COMPARISON THEOREM FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
Cohen, Samuel N.
Elliott, Robert J.
Pearce, Charles E. M.
ADVANCES IN APPLIED PROBABILITY, 2010, 42 (03) : 878 - 898
[9] COMPARISON THEOREM OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS
Pengju Duan (Dept. of Math.
Annals of Applied Mathematics, 2010, (02) : 147 - 154
[10] Comparison Theorem for Stochastic Differential Delay Equations with Jumps
Bao, Jianhai
Yuan, Chenggui
ACTA APPLICANDAE MATHEMATICAE, 2011, 116 (02) : 119 - 132

← 1 2 3 4 5 →