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具无限时滞的中立型随机泛函微分方程解的存在唯一性
引用本文:王琳,胡适耕.具无限时滞的中立型随机泛函微分方程解的存在唯一性[J].数学研究及应用,2009,29(5):857-863.
作者姓名:王琳  胡适耕
作者单位:华中科技大学数学系, 湖北 武汉 430074;华中科技大学数学系, 湖北 武汉 430074
基金项目:国家自然科学基金(No.10671078).
摘    要:The main aim of this paper is to establish the existence-and-uniqueness theorem for neutral stochastic functional differential equations with infinite delay at phase space BC((-∞, 0]; R^n) An example is given for illustration.

关 键 词:无穷时滞  随机泛函  微分方程解  中立型  时滞泛函微分方程  唯一性定理  相空间
收稿时间:2007/8/17 0:00:00
修稿时间:2008/5/21 0:00:00

The Existence and Uniqueness of the Solution for Neutral Stochastic Functional Differential Equations with Infinite Delay
WANG Lin and HU Shi Geng.The Existence and Uniqueness of the Solution for Neutral Stochastic Functional Differential Equations with Infinite Delay[J].Journal of Mathematical Research with Applications,2009,29(5):857-863.
Authors:WANG Lin and HU Shi Geng
Institution:School of Mathematics and Statistics, Huazhong University of Science and Technology, Hubei 430074, China;School of Mathematics and Statistics, Huazhong University of Science and Technology, Hubei 430074, China
Abstract:The main aim of this paper is to establish the existence-and-uniqueness theorem for neutral stochastic functional differential equations with infinite delay at phase space $BC((-\infty,0];R^{n})$. An example is given for illustration.
Keywords:neutral stochastic functional differential equations  infinite delay  existence  uniqueness  Burkholder-Davis-Gundy inequality  Borel-Cantelli lemma  
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