首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Global existence of solutions for stochastic impulsive differential equations
Authors:Li Juan Shen  Ji Tao Sun
Institution:[1]Department of Mathematics, Tongji University, Shanghai 200092, P. R. China [2]Department of Mathematics, Luoyang Normal University, Luoyang 471022, P. R. China
Abstract:In this paper we obtain some results on the global existence of solution to Itô stochastic impulsive differential equations in M(0,∞),? n ) which denotes the family of ? n -valued stochastic processes x satisfying supt∈0,∞) \(\mathbb{E}\)|x(t)|2 < ∞ 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.
Keywords:Stochastic differential equations  impulse  global existence
本文献已被 维普 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号