Global Existence of Solutions for Stochastic Impulsive Differential Equations

被引：11

作者：

Shen, Li Juan ^{[1
,2
]}

Sun, Ji Tao ^{[1
]}

机构：

[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China

[2] Luoyang Normal Univ, Dept Math, Luoyang 471022, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2011年 / 27卷 / 04期

关键词：

Stochastic differential equations; impulse; global existence; STABILITY ANALYSIS; NEURAL-NETWORKS; INFINITE DELAY; UNIQUENESS; SYSTEMS; JUMP;

D O I：

10.1007/s10114-011-8650-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we obtain some results on the global existence of solution to Ito stochastic impulsive differential equations in M([0,infinity), R-n) which denotes the family of R-n-valued stochastic processes x satisfying sup(t epsilon[0,infinity)) E| x(t)|(2) < 8 under non- Lipschitz coefficients. The Schaefer fixed point theorem is employed to achieve the desired result. An example is provided to illustrate the obtained results.

引用

页码：773 / 780

页数：8

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