Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay in Lp(W,Ch)

Authors : Haibo Bao

Pages : 45-58

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Publication Date : 9999-12-31

Article Type : Makaleler

Abstract :In this paper, we shall consider the existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay in Lp(W,Ch) space: d[x(t)-G(xt)]=f(t,xt)dt+g(t,xt)dB(t), where we assume f:R+\times Lp(W,Ch) \to Lp(W,Rn), g:R+\times Lp(W,Ch) \to Lp(W,L(Rm, Rn)), G: Lp(W,Ch) \to Lp(W,Rn), p>2,\, and B(t) is a given m-dimensional Brownian motion.
Keywords : Neutral stochastic functional differential equations, existence, uniqueness, infinite delay.