Boundedness analysis of stochastic delay differential equations with Levy noise

被引：6
|
作者：
He, Danhua [1 ]
Xu, Liguang [2 ]
机构：
[1] Zhejiang Int Studies Univ, Dept Math, Hangzhou 310023, Peoples R China
[2] Zhejiang Univ Technol, Dept Appl Math, Hangzhou 310023, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2022年 / 421卷
关键词：
Levy noise; Mean square asymptotic boundedness; Almost surely asymptotic boundedness; Stochastic delay differential equations; EXPONENTIAL ULTIMATE BOUNDEDNESS; EXISTENCE-UNIQUENESS; ASYMPTOTIC STABILITY; PTH MOMENT; THEOREMS;
D O I：
10.1016/j.amc.2021.126902
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The present paper is concerned with the mean square asymptotic boundedness and twice power almost surely asymptotic boundedness of stochastic delay differential equations driven by Levy noise. First, mean square asymptotic boundedness criteria of the solutions are established by the method of reduction and the generalized Itoformula. Then, based on the Chebyshev inequality and the Borel-Cantelli lemma, the twice power almost surely asymptotic boundedness criteria are also derived for the addressed equations. Finally, a example is provided to demonstrate the validity of the proposed results. (C) 2021 Elsevier Inc. All rights reserved.
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页数：10
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