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Author:

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

Indexed by:

Scopus SCIE

Abstract:

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.

Keyword:

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

Author Community:

  • [ 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

Reprint Author's Address:

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

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Source :

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B

ISSN: 1531-3492

Year: 2013

Issue: 6

Volume: 18

Page: 1697-1714

1 . 2 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:3

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count: 22

SCOPUS Cited Count: 22

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 2

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