Khasminskii-type theorems for stochastic functional differential equations with infinite delay

被引：13

作者：

Wu, Fuke ^{[1
]}

Hu, Shigeng ^{[1
]}

机构：

[1] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2011年 / 81卷 / 11期

基金：

中国国家自然科学基金;

关键词：

Khasminskii-type theorems; Stochastic functional differential equations; Infinite delay; Global solutions; STABILITY; UNIQUENESS; EXISTENCE;

D O I：

10.1016/j.spl.2011.05.005

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：

The classical Khasminskii-type theorem gives a powerful tool to examine the global existence of solutions for stochastic differential equations without the linear growth condition by the use of the Lyapunov functions. However, there is no such result for stochastic functional equations with infinite delay. The main aim of this paper is to establish the existence-and-uniqueness theorems of global solutions for stochastic functional differential equations with infinite delay. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：1690 / 1694

页数：5

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