C_h空间中无穷时滞随机泛函微分方程解的存在唯一性  

Existence and uniqueness of solution to stochastic functional differential equations with infinite delay at phase space C_h

作　　者：李毓媛 寇春海[2] 

机构地区：[1]东华大学信息科学与技术学院,上海201620 [2]东华大学理学院,上海201620

出　　处：《应用数学与计算数学学报》2016年第2期260-271,共12页Communication on Applied Mathematics and Computation

基　　金：东华大学创新基金资助项目(15D310414)

摘　　要：研究了一类具有无穷时滞的随机泛函微分方程,以空间(C_h,|·|_h)为相空间,利用Picard迭代法,借助于Bihari不等式,得到了系数在满足非Lipschitz条件和弱化的线性增长条件时解的存在唯一性.This paper deals with the existence and uniqueness of the solution to stochastic functional differential equations with infinite delay.In the phase space C_h,under the non-Lipschitz condition and a weakened linear growth condition for the coefficients and by means of the Picard approximations and Bihari inequality,the existence-uniqueness theorem is obtained.

关 键 词：随机泛函微分方程 无穷时滞 C_h空间 存在性 唯一性 

分 类 号：O211.63[理学—概率论与数理统计]