EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY

被引：0

作者：

Yong Li (Dept. of Math. and Computer

)

机构：

来源：

Annals of Applied Mathematics | 2010年 / 02期

关键词：

mild solution; neutral stochastic differential equations; delay;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper is concerned with nonlinear second order neutral stochastic differential equations with delay in a Hilbert space. Sufficient conditions for the existence of solution to the system are obtained by Picard iterations.

引用

页码：181 / 189

页数：9

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