Further results on existence-uniqueness for stochastic functional differential equations (Q365867)
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English | Further results on existence-uniqueness for stochastic functional differential equations |
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Further results on existence-uniqueness for stochastic functional differential equations (English)
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9 September 2013
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The authors develop some existence-and-uniqueness result for the solutions of stochastic functional differential equations (SFDEs) in continuous function spaces. It is well known that the Hasminskii theorem does not require the linear growth condition to obtain the existence and uniqueness of a global solution by using a Lyapunov function condition. This paper extends the Hasminskii's results to SFDEs.
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stochastic functional differential equations
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existence
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uniqueness
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