Global Existence of Solutions for Stochastic Impulsive Differential Equations  

作　　者：Li Juan SHEN Ji Tao SUN 

机构地区：[1]Department of Mathematics, Tongji University, Shanghai 200092, P. R. China [2]Department of Mathematics, Luoyang Normal University, Luoyang 471022, P. R. China

出　　处：《Acta Mathematica Sinica,English Series》2011年第4期773-780,共8页数学学报（英文版）

摘　　要：In this paper we obtain some results on the global existence of solution to It5 stochastic impulsive differential equations in u（[0,∞）,Rn）which denotes the family of Rn-valued stochastic processes x satisfying supt∈[0,∞）E｜x（t）｜2〈∞ under non-Lipschitz coefficients. The Schaefer fixed point theorem is employed to achieve the desired result. An example is provided to illustrate the obtained results.In this paper we obtain some results on the global existence of solution to It5 stochastic impulsive differential equations in u（[0,∞）,Rn）which denotes the family of Rn-valued stochastic processes x satisfying supt∈[0,∞）E｜x（t）｜2〈∞ under non-Lipschitz coefficients. The Schaefer fixed point theorem is employed to achieve the desired result. An example is provided to illustrate the obtained results.

关 键 词：Stochastic differential equations IMPULSE global existence 

分 类 号：O175.8[理学—数学] O211.6[理学—基础数学]