Global Solutions and Exponential Stability of Stochastic Functional Differential Equations with Infinite Delay

Global Solutions and Exponential Stability of Stochastic Functional Differential Equations with Infinite Delay

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摘要 This paper proves that, under the local Lipschitz condition, the stochastic functional differential equations with infinite delay have global solutions without the linear growth condition. Furthermore, the pth moment exponential stability conditions are given. Finally, one example is presented to illustrate our theory. This paper proves that, under the local Lipschitz condition, the stochastic functional differential equations with infinite delay have global solutions without the linear growth condition. Furthermore, the pth moment exponential stability conditions are given. Finally, one example is presented to illustrate our theory.

作者徐勇胡适耕

机构地区 Department of Mathematics

出处《Journal of Southwest Jiaotong University(English Edition)》 2010年第1期85-90,共6页 西南交通大学学报（英文版）

关键词 Stochastic functional differential equation Infinite delay Global solution Moment exponential stability Stochastic functional differential equation Infinite delay Global solution Moment exponential stability

分类号 O211.63 [理学—概率论与数理统计] O175.1 [理学—基础数学]

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共引文献46

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1Fengying Wei (College of Math. and Computer Sci., Fuzhou University, Fuzhou 350108) Ke Wang (Dept. of Math., Harbin Institute of Technology, Weihai 264209, Shandong).EXPONENTIAL ESTIMATE OF SOLUTION TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY[J].Annals of Differential Equations,2010,26(3):332-340. 被引量：2
2Chaohui Yue1,2,Lianglong Wang1 (1. School of Math. Sciences,Anhui University,Hefei 230039,2. School of Sciences,Anhui Agricultural University,Hefei 230036).STABILITY OF THE SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY[J].Annals of Differential Equations,2009,25(2):219-222. 被引量：5
3Baifeng Liu,Xidong Sun,Yuliang Han(College of Math.and Information Sciences,Shandong Institute of Business and Technology,Yantai 264005,Shandong).ALMOST PERIODIC SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS[J].Annals of Differential Equations,2012,28(3):283-289.
4Li Guang XU,Dan Hua HE.Asymptotic Behavior of Impulsive Stochastic Functional Differential Equations[J].Acta Mathematica Sinica,English Series,2014,30(6):1061-1072.
5Xiaojing Zhong,Feiqi Deng.Asymptotic and stable properties of general stochastic functional differential equations[J].Journal of Systems Engineering and Electronics,2014,25(1):138-143.

Journal of Southwest Jiaotong University(English Edition)

2010年第1期

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Global Solutions and Exponential Stability of Stochastic Functional Differential Equations with Infinite Delay

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