收录:
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.
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通讯作者信息:
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
归属院系: