非Lipschitz条件下C_h-空间中立型随机泛函微分方程解的存在惟一性

Existence and uniqueness of the solution to neutral stochastic functional differential equations under non-Lipschitz conditions with infinite delay at phase space C_h

研究了Ch-空间中具有无穷时滞的中立型随机泛函微分方程,利用Picard迭代法给出了非Lipschitz条件下其解的存在惟一性。

The existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay at phase space （ Ch, ｜·｜ h ） under non-Lipschitz conditions on the coefficients was proved by means of the Picard approximations.