B空间中无限时滞随机泛函微分方程解的存在唯一性(英文)  

The Existence and Uniqueness of the Solution for Stochastic Functional Differential Equations with Infinite Delay at Phase Space B

作　　者：魏凤英[1] 王克[2] 

机构地区：[1]福州大学数学与计算机科学学院,福州350108 [2]哈尔滨工业大学数学系,威海264209

出　　处：《工程数学学报》2010年第6期1125-1128,共4页Chinese Journal of Engineering Mathematics

基　　金：The National Natural Science Foundation of China(10726062);the National Natural Foundation of Fujian Province,China(2010J01005);the Science and Technology Development Foundation of Fuzhou University(2010-XQ-24)

摘　　要：本文研究抽象空间B中无限时滞随机泛函微分方程解的存在唯一性,在弱化的线性增长条件和一致Lipschitz条件下,得到无限时滞随机泛函微分方程在区间[0,∞)上存在唯一解,进而,得到近似解与精确解之间的误差估计。The existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay at phase space B is considered in this paper.Under the weaken linear growth condition and uniform Lipschitz condition,the system has a unique solution on the interval [0,∞）.Then the moment estimate for the error between approximate solution and accurate solution is given.

关 键 词：随机泛函微分方程 存在性 唯一性 无限时滞 

分 类 号：O211.63[理学—概率论与数理统计]