Title of article :
Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
Author/Authors :
Ren، نويسنده , , Yong and Lu، نويسنده , , Shiping and Xia، نويسنده , , Ningmao، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
9
From page :
364
To page :
372
Abstract :
In this paper, we obtain some results on the existence and uniqueness of solutions to stochastic functional differential equations with infinite delay at phase space BC ( ( - ∞ , 0 ] ; R d ) which denotes the family of bounded continuous R d -value functions ϕ defined on ( - ∞ , 0 ] with norm ∥ ϕ ∥ = sup - ∞ < θ ⩽ 0 | ϕ ( θ ) | under non-Lipschitz condition with Lipschitz condition being considered as a special case and a weakened linear growth condition. The solution is constructed by the successive approximation.
Keywords :
Stochastic functional differential equations , Infinite delay , existence , Uniqueness
Journal title :
Journal of Computational and Applied Mathematics
Serial Year :
2008
Journal title :
Journal of Computational and Applied Mathematics
Record number :
1554561
Link To Document :
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