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
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;
Conference_Titel :
Information Science and Technology (ICIST), 2011 International Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-4244-9440-8
DOI :
10.1109/ICIST.2011.5765105
