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

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暂无

中图分类号：

O211.63 [随机微分方程];

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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

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