南京信息工程大学学报
南京信息工程大學學報
남경신식공정대학학보
JOURNAL OF NANJING UNIVERSITY OF INFORMATION SCIENCE & TECHNOLOGY
2015年
2期
189-192
,共4页
混杂随机时滞微分方程%马尔科夫链%广义Khasminskii条件%局部极大解%存在唯一性
混雜隨機時滯微分方程%馬爾科伕鏈%廣義Khasminskii條件%跼部極大解%存在唯一性
혼잡수궤시체미분방정%마이과부련%엄의Khasminskii조건%국부겁대해%존재유일성
hybrid SDDE%Markovian chain%generalized Khasminskii-type conditions%local maximum solution%ex-istence and uniqueness
利用广义伊藤公式证明了混杂随机时滞微分方程（ SDDE ）在局部 Lipschitz和广义Khasminskii条件下存在唯一解，从而涵盖了一大类非线性混杂SDDE．最后给出实例说明了理论的可行性．
利用廣義伊籐公式證明瞭混雜隨機時滯微分方程（ SDDE ）在跼部 Lipschitz和廣義Khasminskii條件下存在唯一解，從而涵蓋瞭一大類非線性混雜SDDE．最後給齣實例說明瞭理論的可行性．
이용엄의이등공식증명료혼잡수궤시체미분방정（ SDDE ）재국부 Lipschitz화엄의Khasminskii조건하존재유일해，종이함개료일대류비선성혼잡SDDE．최후급출실례설명료이론적가행성．
In this paper,by using the generalized It formula,a generalized existence?and?uniqueness theorem for hybrid stochastic differential delay equations ( SDDEs ) is established under the local Lipschitz condition and the generalized Khasminskii?type conditions.The generalized Khasminskii?type theorem covers a wide class of nonlinear hybrid SDDEs.Finally,an example is given to illustrate the application of the theory.
