Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay in LP(Ω, Ch)

被引：4
作者：
Bao, Haibo [1 ]
机构：
[1] Hohai Univ, Dept Math & Phys, Nanjing 210098, Jiangsu, Peoples R China
来源：
TURKISH JOURNAL OF MATHEMATICS | 2010年 / 34卷 / 01期
关键词：
Neutral stochastic functional differential equations; existence; uniqueness; infinite delay; EXPONENTIAL STABILITY; PERIODIC-SOLUTIONS;
D O I：
10.3906/mat-0806-3
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we shall consider the existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay in L-p(Omega,C-h) space: d[x(t) G(x(t))] = f(t, x(t))dt + g(t, x(t))dB(t), where we assume f : R+ x L-p(Omega,C-h) -> L-p (Omega, R-n), g : R+ x L-p(Omega,C-h) -> L-p (Omega, L(R-m, R-n)), G : Lp (Omega, C-h) -> L-p(Omega, R-n), p> 2, and B(t) is a given m-dimensional Brownian motion.
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页码：45 / 58
页数：14
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