Ch-空间中立型随机泛函微分方程解的存在惟一性

J4 ›› 2010, Vol. 45 ›› Issue (2): 26-30.

C_h-空间中立型随机泛函微分方程解的存在惟一性

岳超慧吴坚

安徽农业大学理学院, 安徽合肥 230036

收稿日期:2009-04-21 出版日期:2010-02-16 发布日期:2010-03-27
通讯作者: 吴坚(1956-),男,硕士,教授，研究方向为极限理论. Email: wujian@ahau.edu.cn
作者简介:岳超慧(1979-),女,硕士,讲师,研究方向为随机微分方程.Email:yuechaohui@ahau.edu.cn
基金资助:
安徽省教育厅重点教研基金资助项目(2008jyxm099)

Existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay at phase space C_h

School of Sciences, Anhui Agricultural University, Hefei 230036, Anhui, China

Received:2009-04-21 Online:2010-02-16 Published:2010-03-27

摘要/Abstract

摘要：

研究了C_h-空间中具有无穷时滞的中立型随机泛函微分方程，利用Picard迭代法给出了Carathéodory-型条件下其解的存在惟一性。

关键词: 中立型随机泛函微分方程;C_h-空间; Carathéodory-型条件

Abstract:

It is proved that the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay at phase space
(C_h, |·|_h) under some Carathéodorytype conditions on the coefficients by means of the Picard approximations.

Key words: neutral stochastic functional differential equations; phase space C_h; Carathéodory-type conditions

岳超慧吴坚. C_h-空间中立型随机泛函微分方程解的存在惟一性[J]. J4, 2010, 45(2): 26-30.

YUE Chao-Hui, WU Jian. Existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay at phase space C_h[J]. J4, 2010, 45(2): 26-30.

参考文献

多维度评价

Viewed

Full text

Abstract

Cited

Shared

Discussed