非Lipschitz条件下Ch-空间中立型随机泛函微分方程解的存在惟一性

J4 ›› 2013, Vol. 48 ›› Issue (3): 73-79.

非Lipschitz条件下Ch-空间中立型随机泛函微分方程解的存在惟一性

岳超慧，张长勤*，吴坚

安徽农业大学理学院，安徽合肥 230036

收稿日期:2012-08-30 出版日期:2013-03-20 发布日期:2013-03-14
通讯作者: 张长勤(1955- ),女,副教授,研究方向为数学物理方程及其应用. Email:zhangchangqin@ahau.edu.cn
作者简介:岳超慧(1979- ),女,讲师,硕士,研究方向为随机微分方程. Email:yuechaohui@ahau.edu.cn

Existence and uniqueness of the solution to neutral stochastic functional differential equations under non-Lipschitz conditionswith infinite delay at phase space Ch

YUE Chao-hui, ZHANG Chang-qin*, WU Jian

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

Received:2012-08-30 Online:2013-03-20 Published:2013-03-14

摘要/Abstract

摘要：

研究了Ch-空间中具有无穷时滞的中立型随机泛函微分方程, 利用Picard迭代法给出了非Lipschitz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;Ch空间;非Lipschitz条件

Abstract:

The existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay at phase space (Ch, |·|h) under nonLipschitz conditions on the coefficients was proved by means of the Picard approximations.

Key words: neutral stochastic functional differential equations; phase space Ch; non-Lipschitz conditions

岳超慧，张长勤*，吴坚. 非Lipschitz条件下Ch-空间中立型随机泛函微分方程解的存在惟一性[J]. J4, 2013, 48(3): 73-79.

YUE Chao-hui, ZHANG Chang-qin*, WU Jian. Existence and uniqueness of the solution to neutral stochastic functional differential equations under non-Lipschitz conditionswith infinite delay at phase space Ch[J]. J4, 2013, 48(3): 73-79.

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