Approximation Properties for Solutions to Non-Lipschitz Stochastic Differential Equations with Lévy

来源 :第九届全国随机振动理论与应用学术会议暨第三届全国随机动力学学术会议 | 被引量 : 0次 | 上传用户:haohmf
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
  In this paper, we consider the non-Lipschitz stochastic differential equations and stochastic functional differential equations with delays driven by Lévy noise, and the approximation theorems for the solutions to these two kinds of equations will be proposed respectively.Non-Lipschitz condition is some much weaker condition than the Lipschitz one.The simplified equations will be defined to make its solutions converge to that of the corresponding original equations both in the sense of mean square and probability, which constitute the approximation theorems.
其他文献
The usage of autoclaved PHC pile in chloride environment becomes common, so how to evaluate the resistance to chloride ion penetration of autoclaved PHC pile becomes urgent.This article Compare the re
The glutinous rice-lime mortar (M_GRL) is a high performance organic-inorganic composite, which has been commonly used as a building material since ancient times in China.However, the knowledge of non
This paper in detail introduces basic principles and technical development process of inspecting the material strength of high performance concrete by rebound method and Ultrasonic-rebound combined me
Behavior of imaginary rate-independent linear damping incorporated into a building structure subjected to strong ground motions is examined.It is well known that linear viscous damping and rate-indepe
Many tall buildings in Tokyo metropolitan area were strongly shaken during the Tohoku Earthquake, March 11, 2011.Most of them are less than 40 years old, and experienced the shaking of such a strong l
In its early stages, the earthquake-resistant design code provision in japan required that structures resist seismic force produced by response acceleration.In accordance with the increase in heights
In the Japan Tohoku Earthquake, about 500 stadium buildings served as temporary refuges, however, their steel roof joint bolts were damaged.The research is to study damage of connection joints between
This First we recall the Giachetti-Johnson (G J) soliton hierarchy based on zero curvature equations from semi-direct sums of Lie algebras.And then we apply the approach, which is based on semi-direct
This paper aims to investigate the response of single-degree-of-freedom (SDOF) system with Caputo-type fractional derivative damping term under Gaussian white noise excitation.First, the approximately
The aim of this paper is to compare the two analytical approximation techniques for calculating the mean first passage time for a Logistic-type tumor cell growth model with Gaussian colored noise.We r