Comparison Theorem for Stochastic Functional Differential Equations and Applications

被引:9
|
作者
Bai, Xiaoming [1 ]
Jiang, Jifa [2 ]
机构
[1] Hefei Univ Technol, Math & Sci Coll, Hefei 230009, Anhui, 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; Stochastic functional differential equations; Quasimonotone condition; Stochastic neutral network;
D O I
10.1007/s10884-014-9406-x
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The comparison theorem is proved for stochastic functional differential equations whose drift term satisfies the quasimonotone condition and diffusion term is independent of delay. Application is given to stochastic neutral networks with delays.
引用
收藏
页码:1 / 24
页数:24
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