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抽象空间内中立型随机泛函微分方程解的存在唯一性(英文) 被引量:1

Existence and Uniqueness of Solutions to Neutral Stochastic Functional Differential Equations in Abstract Space
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摘要 在非利普希茨条件和线性增长条件下,研究了中立型随机泛函微分方程解的存在唯一性,其初始值定义在抽象空间B((-∞,0]; Rd)内.该方程的解是通过皮卡逐步逼近的方法建立的. Under condition of both non-Lipschitz and linear growth,the existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay is investigated,in which the initial data belongs to the phase space B((-∞,0]; Rd).The solution is derived using the method of Picard successive approximation.
出处 《宁波大学学报(理工版)》 CAS 2012年第2期57-62,共6页 Journal of Ningbo University:Natural Science and Engineering Edition
基金 Supported by the National Natural Science Foundation of China(20604023) Natural Science Foundation of Zhejiang Province(Y406301).
关键词 存在性 唯一性 中立型随机泛函微分方程 无限时滞 非利普希茨条件 相空间 existence uniqueness neutral stochastic functional differential equations infinite delay non-Lipschitz condition phase space
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