A new general class of retarded functional differential equations(that is,RFDEs) with unbounded delay and with finite memory is introduced. The basic theories of existence, uniqueness, continuation, and continuous dep...A new general class of retarded functional differential equations(that is,RFDEs) with unbounded delay and with finite memory is introduced. The basic theories of existence, uniqueness, continuation, and continuous dependence are developed.展开更多
In this paper, a class of stochastic differential equations (SDEs) driven by semi-martingale with non-Lipschitz coefficients is studied. We investigate the dependence of solutions to SDEs on the initial value. To obta...In this paper, a class of stochastic differential equations (SDEs) driven by semi-martingale with non-Lipschitz coefficients is studied. We investigate the dependence of solutions to SDEs on the initial value. To obtain a continuous version, we impose the conditions on the local characteristic of semimartingale. In this case, it gives rise to a flow of homeomorphisms if the local characteristic is compactly supported.展开更多
文摘A new general class of retarded functional differential equations(that is,RFDEs) with unbounded delay and with finite memory is introduced. The basic theories of existence, uniqueness, continuation, and continuous dependence are developed.
基金Project supported by National Basic Research Program of China (973 Program,No.2007CB814901)National Natural Science Foundation of China (No.10826098)+1 种基金Anhui Natural Science Foundation (No.090416225)Anhui Natural Science Foundation of Universities
文摘In this paper, a class of stochastic differential equations (SDEs) driven by semi-martingale with non-Lipschitz coefficients is studied. We investigate the dependence of solutions to SDEs on the initial value. To obtain a continuous version, we impose the conditions on the local characteristic of semimartingale. In this case, it gives rise to a flow of homeomorphisms if the local characteristic is compactly supported.
