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作者:

Song, Minghui (Song, Minghui.) | Hu, Liangjian (Hu, Liangjian.) | Mao, Xuerong (Mao, Xuerong.) | Zhang, Liguo (Zhang, Liguo.) (学者:张利国)

收录:

Scopus SCIE

摘要:

For a stochastic functional differential equation (SFDE) to have a unique global solutionit is in general required that the coefficients of the SFDE obey the local Lipschitz condition and the linear growth condition. However, there are many SFDEs in practice which do not obey the linear growth condition.The main aim of this paper is to establish existence-and-uniqueness theorems for SFDEs where the linear growth conditionis replaced by more general Khasminskii-type conditions in terms of a pair of Laypunov-type function.

关键词:

Brownian motion Ito's formula Khasminskii-test Khasminskii-type condition stochastic functional differential equations

作者机构:

  • [ 1 ] [Song, Minghui]Harbin Inst Technol, Dept Math, Harbin 150001, Peoples R China
  • [ 2 ] [Hu, Liangjian]Donghua Univ, Dept Appl Math, Shanghai 201600, Peoples R China
  • [ 3 ] [Mao, Xuerong]Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Lanark, Scotland
  • [ 4 ] [Zhang, Liguo]Beijing Univ Technol, Sch Elect Informat & Control Engn, Beijing 100124, Peoples R China

通讯作者信息:

  • [Mao, Xuerong]Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Lanark, Scotland

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来源 :

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B

ISSN: 1531-3492

年份: 2013

期: 6

卷: 18

页码: 1697-1714

1 . 2 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:64

JCR分区:3

中科院分区:3

被引次数:

WoS核心集被引频次: 22

SCOPUS被引频次: 21

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

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