EXISTENCE AND UNIQUENESS OF SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY IN Lp(Ω, Ch)

被引：0

作者：

Bao, Haibo ^{[1
]}

Jiang, Daqing ^{[2
]}

机构：

[1] Hohai Univ, Coll Sci, Nanjing 210098, Jiangsu, Peoples R China

[2] NE Normal Univ, Dept Math, Changchun 130024, Jilin, Peoples R China

来源：

STOCHASTICS AND DYNAMICS | 2009年 / 9卷 / 04期

关键词：

Stochastic functional differential equations; existence; uniqueness; infinite delay; EXPONENTIAL STABILITY; PERIODIC-SOLUTIONS;

D O I：

10.1142/S0219493709002786

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we shall consider the existence and uniqueness of solutions to stochastic functional differential equations with infinite delay in L-p(Omega, C-h) space: dx(t) = f(t, x(t))dt + g(t, x(t)) dB(t), where we assume f : R+ x L-p(Omega, C-h) -> L-p(Omega, R-n), g : R+ x L-p(Omega, C-h) -> L-p(Omega, L(R-m, R-n)), p > 2, and B(t) is a given m-dimensional Brownian motion.

引用

页码：597 / 612

页数：16

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