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C_g空间中无穷时滞随机泛函微分方程的解

The solution to stochastic functional differential equations with infinite delay at phase space C_g
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摘要 研究了Cg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Cg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对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 (Cg, | · | g) 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
出处 《中国科学技术大学学报》 CAS CSCD 北大核心 2013年第6期466-472,共7页 JUSTC
基金 安徽省国土资源厅项目(2011-K-23)资助
关键词 随机泛函微分方程 Cg空间 非LIPSCHITZ条件 stochastic functional differential equations phase space C non-Lipschitz conditions
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