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.

引用

页码：45 / 58

页数：14

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