Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the Cg space

被引：10

作者：

Yue, Chaohui ^{[1
]}

机构：

[1] Anhui Agr Univ, Sch Sci, Hefei 230036, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2014年 / 237卷

关键词：

Neutral stochastic functional differential equation; Infinite delay; Poisson jump; Non-Lipschitz condition; C-g space; EXISTENCE; UNIQUENESS;

D O I：

10.1016/j.amc.2014.03.079

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we prove the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay and Poisson jumps (INSFDEPs in short) in the phase space C-g with non-Lipschitz coefficients. Furthermore, we study the continuous dependence of the solution on the initial value by means of the corollary of the Bihari inequality. (C) 2014 Elsevier Inc. All rights reserved.

引用

页码：595 / 604

页数：10

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