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首页> 外文期刊>Dynamic Systems and Applications >PREVENTION OF EXPLOSIONS IN SOLUTIONS OF FUNCTIONAL DIFFERENTIAL EQUATIONS BY NOISE PERTURBATION
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PREVENTION OF EXPLOSIONS IN SOLUTIONS OF FUNCTIONAL DIFFERENTIAL EQUATIONS BY NOISE PERTURBATION

机译:通过噪声扰动防止函数微分方程解的爆炸

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摘要

The existence and uniqueness of global solutions of a class of scalar stochastic functional differential equations of Ito type is studied. It is not assumed, however, that the coefficients need to satisfy global linear bounds. For a subclass of these equations, it is known that the associated deterministic equation, which is not noise-perturbed, explodes in finite time. Therefore, a noise term may be added in such a way as to prevent the deterministic explosion. Finite dimensional analogues are also treated.
机译:研究了一类Ito型标量随机泛函微分方程整体解的存在性和唯一性。但是,没有假定系数需要满足全局线性边界。对于这些方程的子类,已知相关的确定性方程(不受噪声干扰)会在有限时间内爆炸。因此,可以以防止确定性爆炸的方式添加噪声项。还处理了有限尺寸的类似物。

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