J4 ›› 2011, Vol. 49 ›› Issue (05): 814-818.

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Estimation of Solutions for Stochastic FunctionalDifferential Equations with Infinite Delay in Phase Space Cg

WEI Fengying   

  1. College of Mathematics and Computer Science, Fuzhou University, Fuzhou 350108, China
  • Received:2010-12-10 Online:2011-09-26 Published:2011-09-27
  • Contact: WEI Fengying E-mail:weifengying76@yahoo.com.cn

Abstract:

By means  of Ito formula, BDG inequality and Hlder inequality, the estimation of the solutions for stochastic functional differential equations with infinite delay was studied in Cg space. The p-th moment estimation, the sample Liapunov exponential estimation and the continuity for the p-th moment of solution to the system were obtained.

Key words: stochastic functional differential equation, infinite delay, p-th moment, estimation

CLC Number: 

  • O211.63