EXISTENCE AND UNIQUENESS OF SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY IN Lp(Ω, Ch)

DOI10.1142/S0219493709002786MaRDI QIDQ3405584zbMATH OpenFDO

Authors Daqing Jiang, Haibo Bao

Publication date 10 February 2010

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219493709002786

zbMATH Keywords

existenceinfinite delaystochastic functional differential equationsuniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
• Exponential stability of non-linear stochastic evolution equations
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3505982 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• On the exponential stability in mean square of neutral stochastic functional differential equations
• Stochastic versions of the LaSalle theorem
• Unified boundedness, periodicity, and stability in ordinary and functional differential equations

Cited in

(6)

• Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
• Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
• scientific article; zbMATH DE number 6671483 (Why is no real title available?)
• scientific article; zbMATH DE number 5691739 (Why is no real title available?)
• Existence result for a stochastic functional differential system driven by G-Brownian motion with infinite delay
• Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity

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