Indexed by:
Abstract:
This paper is devoted to build the existence-and-uniqueness theorem of solutions to stochastic functional differential equations with infinite delay (short for ISFDEs) at phase space BC((-infinity, 0]; R-d). Under the uniform Lipschitz condition, the linear growth condition is weaked to obtain the moment estimate of the solution for ISFDEs. Furthermore, the existence-and-uniqueness theorem of the solution for ISFDEs is derived, and the estimate for the error between approximate solution and accurate solution is given. On the other hand, under the linear growth condition, the uniform Lipschitz condition is replaced by the local Lipschitz condition, the existence-and-uniqueness theorem is also valid for ISFDEs on [t(0), T]. Moreover, the existence-and-uniqueness theorem still holds on interval [t(0), infinity), where t(0) is an element of R is an arbitrary real number. (C) 2006 Elsevier Inc. All rights reserved.
Keyword:
Reprint 's Address:
Email:
Version:
Source :
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
ISSN: 0022-247X
Year: 2007
Issue: 1
Volume: 331
Page: 516-531
0 . 8 7 2
JCR@2007
1 . 2 0 0
JCR@2023
ESI Discipline: MATHEMATICS;
JCR Journal Grade:1
Cited Count:
WoS CC Cited Count: 98
SCOPUS Cited Count: 111
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 1
Affiliated Colleges: