Comparison theorems for neutral stochastic functional differential equations

被引:6
作者
Bai, Xiaoming [1 ]
Jiang, Jifa [2 ]
机构
[1] Hefei Univ Technol, Sch Math, Anhui 230009, Peoples R China
[2] Shanghai Normal Univ, Math & Sci Coll, Shanghai 200234, Peoples R China
基金
中国国家自然科学基金;
关键词
Comparison theorem; Neutral stochastic functional differential equations; Quasimonotone condition; MONOTONE SEMIFLOWS; STABILITY;
D O I
10.1016/j.jde.2016.01.027
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The comparison theorems under Wu and Freedman's order are proved for neutral stochastic functional differential equations with finite or infinite delay whose drift terms satisfy the quasimonotone condition and diffusion term is the same. (C) 2016 Elsevier Inc. All rights reserved.
引用
收藏
页码:7250 / 7277
页数:28
相关论文
共 33 条
[1]   Generalization of a retarded Gronwall-like inequality and its applications [J].
Agarwal, RP ;
Deng, SF ;
Zhang, WN .
APPLIED MATHEMATICS AND COMPUTATION, 2005, 165 (03) :599-612
[2]  
Buckdahn R, 1999, PROG PROBAB, V45, P73
[3]  
CHUESHOV I, 1779, LECT NOTES MATH, V1779
[4]   INVARIANCE AND MONOTONICITY FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS [J].
Chueshov, Igor ;
Scheutzow, Michael .
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2013, 18 (06) :1533-1554
[6]   COMPARISON-THEOREMS FOR STOCHASTIC DIFFERENTIAL-EQUATIONS IN FINITE AND INFINITE DIMENSIONS [J].
GEISS, C ;
MANTHEY, R .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1994, 53 (01) :23-35
[7]   MEAN STOCHASTIC COMPARISON OF DIFFUSIONS [J].
HAJEK, B .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 68 (03) :315-329
[8]  
Ikeda N., 1977, Osaka Math. J, V14, P619, DOI [10.18910/7664, DOI 10.18910/7664]
[9]  
Ikeda N, 2014, Stochastic differential equations and diffusion processes
[10]   The conjugacy of stochastic and random differential equations and the existence of global attractors [J].
Imkeller P. ;
Schmalfuss B. .
Journal of Dynamics and Differential Equations, 2001, 13 (2) :215-249