Haibo BAO

124112

Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay in Lp(W,Ch)

In this paper, we shall consider the existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay in Lp(W,Ch) space: d[x(t)-G(xt)]=f(t,xt)dt+g(t,xt)dB(t), where we assume f:R+\times Lp(W,Ch) \to Lp(W,Rn), g:R+\times Lp(W,Ch) \to Lp(W,L(Rm, Rn)), G: Lp(W,Ch) \to Lp(W,Rn), p>2,\, and B(t) is a given m-dimensional Brownian motion.
Anahtar Kelimeler:

Neutral stochastic functional differential equations; existence; uniqueness; infinite delay.

Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay in Lp(W,Ch)

In this paper, we shall consider the existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay in Lp(W,Ch) space: d[x(t)-G(xt)]=f(t,xt)dt+g(t,xt)dB(t), where we assume f:R+\times Lp(W,Ch) \to Lp(W,Rn), g:R+\times Lp(W,Ch) \to Lp(W,L(Rm, Rn)), G: Lp(W,Ch) \to Lp(W,Rn), p>2,\, and B(t) is a given m-dimensional Brownian motion.
Keywords:

Neutral stochastic functional differential equations; existence; uniqueness; infinite delay.,

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Turkish Journal of Mathematics-Cover
  • ISSN: 1300-0098
  • Yayın Aralığı: 6
  • Yayıncı: TÜBİTAK
Arşiv
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