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非Lipschitz条件下C_h空间中随机泛函微分方程解的存在唯一及其稳定性 被引量：5

Existence,uniqueness and stability of the solution to stochastic functional differential equations with infinite delay at phase space C_h
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摘要 研究了Ch空间中无穷时滞随机泛函微分方程,利用Picard迭代法给出了非Lipschitz条件下Ch空间中其解的存在唯一性,借助Bihari不等式的一个推论给出了其解关于初值的连续依赖性. The existence and uniqueness of the solution to stochastic functional differential equations with infinite delay at phase space （Ch,｜·｜h） under non-Lipschitz conditions and a weakened linear growth condition were obtained by means of the Picard approximations. The continuous dependence of solutions on the initial value was given by means of the corollary of Bihari inequality.
作者 岳超慧 吴坚
机构地区 安徽农业大学理学院
出处 《中国科学技术大学学报》 CAS CSCD 北大核心 2010年第6期583-589,共7页 JUSTC
基金 安徽省教育厅自然科学研究基金(KJ2010B334)资助
关键词 随机泛函微分方程 Ch空间 非LIPSCHITZ条件 stochastic functional differential equations phase space Ch non-Lipschitz conditions
分类号 O211 [理学—概率论与数理统计]
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参考文献1

二级参考文献13

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共引文献5

同被引文献21

  • 1秦衍,夏宁茂,高焕超.非线性随机微分方程终值问题的适应解和连续依赖性[J].应用概率统计,2007,23(3):273-284. 被引量：6
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  • 8王克,黄启昌.Ck空间与无限时滞的泛函微分方程解的有界性及周期性[J].中国科学,198717A(3):242-252.
  • 9Wei F Y, Wang K. The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay [J]. J Math Anal Appl, 2007, 331: 516-531.
  • 10Ren Y, Lu S, Xia N. Remarks on the existence and uniqueness of the solution to stochastic functional differential equations with infinite delay [J]. Journal of Computational and Applied Mathematics, 2008, 220: 364-372.

引证文献5

二级引证文献3

中国科学技术大学学报
2010年 第6期

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