EXPONENTIAL ESTIMATE OF SOLUTION TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

被引：0

作者：

Fengying Wei College of Math and Computer Sci Fuzhou University Fuzhou Ke Wang Dept of Math Harbin Institute of Technology Weihai Shandong ^{[350108
,264209
]}

机构：

来源：

Annals of Differential Equations | 2010年 / 26卷 / 03期

关键词：

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

摘要：

In this paper, by the Burkholder-Davis-Gundy inequality and It formula, the exponential estimate of the solution to stochastic functional differential equations with infinite delay is established in the phase space BC((-∞,0];Rd). Furthermore, the sample Lyapunov exponent of the solution is obtained, which is less than a positive constant 2√K + 65K. Moreover, a pth moment of the solution is studied.

引用

页码：332 / 340

页数：9

共 50 条

[1] EXPONENTIAL ESTIMATE OF SOLUTION TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY
Fengying Wei (College of Math. and Computer Sci.
Annals of Applied Mathematics, 2010, 26 (03) : 332 - 340
[2] Exponential Stability in Mean Square of Stochastic Functional Differential Equations with Infinite Delay
Li, Zhi
Xu, Liping
ACTA APPLICANDAE MATHEMATICAE, 2021, 174 (01)
[3] Exponential Stability in Mean Square of Stochastic Functional Differential Equations with Infinite Delay
Zhi Li
Liping Xu
Acta Applicandae Mathematicae, 2021, 174
[4] Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
Hu, Yangzi
Wu, Fuke
Huang, Chengming
AUTOMATICA, 2009, 45 (11) : 2577 - 2584
[5] The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
Wei Fengying
Wang Ke
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2007, 331 (01) : 516 - 531
[6] Stochastic functional differential equations with infinite delay
Zhou, Shaobo
Wang, Zhiyong
Feng, Dan
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2009, 357 (02) : 416 - 426
[7] The Existence and Uniqueness for the Solution of Neutral Stochastic Functional Differential Equations with Infinite Delay
Hua Bin CHEN Department of Mathematics School of Science Nanchang University Jiangxi P R China School of Mathematics and Statistics Huazhong University of Science and Technology Hubei P R China
数学研究与评论, 2010, 30 (04) : 589 - 598
[8] The Existence and Uniqueness for the Solution of Neutral Stochastic Functional Differential Equations with Infinite Delay
Hua Bin CHEN1
Journal of Mathematical Research with Applications, 2010, (04) : 589 - 598
[9] NEW CRITERIA FOR EXPONENTIAL STABILITY IN MEAN SQUARE OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY
Ngoc, Pham Huu Anh
EVOLUTION EQUATIONS AND CONTROL THEORY, 2021, : 1191 - 1200
[10] Razumikhin-type Theorems on Exponential Stability of Stochastic Functional Differential Equations with Infinite Delay
Zhihao Yang
Enwen Zhu
Yong Xu
Yimin Tan
Acta Applicandae Mathematicae, 2010, 111 : 219 - 231

← 1 2 3 4 5 →