几类随机微分方程解的多项式增长-概率论与数理统计专业论文.docxVIP

I I 摘 要 近些年来，一些学者得到了在人口动态模型中环境噪声能够在有限的时间内抑 制爆炸，但是很少有人研究环境噪声能否抑制随机延迟微分方程解的指数增长。本 文将证明解以指数增长的延迟系统在噪声充分大的情况下将变为新的系统，其解最 多以多项式增长。也就是说，本文将证明在一定条件下环境噪声能够抑制指数增长。 另外，现在已有的关于随机延迟微分方程的稳定性文献大多只考虑了白噪声对 系统的影响。本文将考虑白噪声与色噪声的共同作用对延迟系统解的稳定性产生巨 大的影响，即考虑马尔科夫调制的随机延迟微分方程解的稳定性。 最近，中立型随机延迟微分方程也得到了许多学者的关注。但是，现在已有的 结果大多只局限在讨论中立型随机延迟微分系统的解的矩有界或者是指数稳定性， 为了了解这类系统的多项式稳定，本文将给出在一定条件下中立型随机延迟微分方 程的解将最多以多项式增长。 在文章的最后举例论证了前面章节得到的结论。 关键词：随机微分方程，延迟，马尔科夫，中立型，多项式增长。 II II Abstract In the last years, several authors have studied that the environmental noise can suppress explosions in population dynamics system. But there is little work on whether environmental noise suppress the exponential growth of the solution of stochastic differential delay equation. In the paper, we will show that a delay differential system whose solution grows exponentially become a new system whose solution will grow at most polynomially. In other words, we reveal that environmental noise will suppress the exponential growth. Besides, now most of the papers consider only the white noise but not colour noise yet. In this paper we will consider a given system under regime switching and the environmental noise work together to make the system change significantly. In other words, we will consider the stability of the solution of stochastic differential delay equation with Markovian switching. Recently, neutral stochastic differential systems have been studied intensively. The underlying results only limit to discuss the moment boundedness, moment exponential stability of neutral stochastic differential system. We may therefore wonder some of polynomially growing. In the paper, we will give a positive answer. To demonstrate the conclusion in the previous chapter, an example is written in the last part of the paper . Key Words: stochastic differential equations, delay, Markovian, neutral, at most polynomial . 独创性声明 本人声明所呈交的学位论文是我个人在导师指导下进行的研究工作及取得的研 究成果。尽我所知,除文中已经标明引用的内容外,本论文不包含任何其他个人或集体 已经发表或撰写过的研究成果。对本文的研究做出贡献的个人和集体,均已在文中以 明确方式标明。本