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Khasminskii-type theorems for stochastic functional differential equations with infinite delay
Authors:Fuke Wu  Shigeng Hu
Affiliation:
  • School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, PR China
  • Abstract:The classical Khasminskii-type theorem gives a powerful tool to examine the global existence of solutions for stochastic differential equations without the linear growth condition by the use of the Lyapunov functions. However, there is no such result for stochastic functional equations with infinite delay. The main aim of this paper is to establish the existence-and-uniqueness theorems of global solutions for stochastic functional differential equations with infinite delay.
    Keywords:Khasminskii-type theorems   Stochastic functional differential equations   Infinite delay   Global solutions
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