J4 ›› 2010, Vol. 48 ›› Issue (02): 207-213.
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WEI Fengying
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With space Cg as phase space, the existence and uniqueness of the solutions for stochastic functional differential equations with infinite delay were considered. By means of Picard iterative sequence, Ito formula and Doob martingale inequality, it has been proved that stochastic functional differential equation with infinite delay has a unique solution at the interval [t0,∞), further, the estimate of the error between the approximate solution and the accurate solution has been obtained, where t0 is a positive number.
Key words: stochastic functional differential equations, infinite delay, existence, uniqueness
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WEI Feng-Yang. Existence and Uniqueness of Solutions for Stochastic FunctionalDifferential Equations with Infinite Delay at Phase Space Cg[J].J4, 2010, 48(02): 207-213.
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http://xuebao.jlu.edu.cn/lxb/EN/Y2010/V48/I02/207
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