EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY

EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY

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摘要 This paper is concerned with nonlinear second order neutral stochastic differential equations with delay in a Hilbert space. Sufficient conditions for the existence of solution to the system are obtained by Picard iterations. This paper is concerned with nonlinear second order neutral stochastic differential equations with delay in a Hilbert space. Sufficient conditions for the existence of solution to the system are obtained by Picard iterations.

作者 Yong Li (Dept. of Math. and Computer, Chongqing Normal University, Chongqing 400047

出处《Annals of Differential Equations》 2010年第2期181-189,共9页 微分方程年刊（英文版）

基金 supported by the grant of Chongqing municipal educational commission(No.KJ090804) Natural Science Foundation Project of CQ CSTC 2009BB3057

关键词 mild solution neutral stochastic differential equations DELAY mild solution neutral stochastic differential equations delay

分类号 O211.63 [理学—概率论与数理统计]

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Annals of Differential Equations

2010年第2期

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EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY

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