DocumentCode
3109928
Title
Stochastic differential equation with Pth linear growth condition
Author
Lian, Baosheng ; Yang, Fen
Author_Institution
Coll. of Sci., Wuhan Univ. of Sci. & Technol., Wuhan, China
fYear
2011
fDate
26-28 March 2011
Firstpage
817
Lastpage
820
Abstract
As is well known, there exists a unique solution to the stochastic differential equation, the equation has a sufficient condition is Lipschitz condition and Linear growth condition. The Lipschitz condition ensure existence and uniqueness of the solution of the equation, and the Linear growth condition ensure boundedness of the solution of the equation. In the paper, another condition that is similar to the Linear growth condition can be proposed, it is also can ensure boundedness of the solution of the equation and other properties of the equation.
Keywords
differential equations; stochastic processes; Lipschitz condition; equation properties; linear growth condition; stochastic differential equation; Asymptotic stability; Delay; Differential equations; Equations; Indium tin oxide; Mathematical model; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Science and Technology (ICIST), 2011 International Conference on
Conference_Location
Nanjing
Print_ISBN
978-1-4244-9440-8
Type
conf
DOI
10.1109/ICIST.2011.5765105
Filename
5765105
Link To Document