第25卷第2期, 2012年4月 宁波大学学报(理工版) 首届中国高校优秀科技期刊奖
Vol.25 No.2, Apr. 2012 JOURNAL OF NINGBO UNIVERSITY ( NSEE ) 浙江省优秀科技期刊一等奖
Existence and Uniqueness of Solutions to Neutral Stochastic Functional
Differential Equations in Abstract Space
ZHANG Yuan-cheng
1
, TAO Xiang-xing
2*
( 1.Faculty of Science, Ningbo University, Ningbo 315211, China;
2.Department of Mathematics, Zhejiang University of Science & Technology, Hangzhou 310023, China )
Abstract: Under condition of both non-Lipschitz and linear growth, the existence and uniqueness of
solutions to neutral stochastic functional differential equations with infinite delay is investigated, in which
the initial data belongs to the phase space
(( 0]; )
d
BR−∞,
. The solution is derived using the method of
Picard successive approximation.
Key words: existence; uniqueness; neutral stochastic functional differential equations; infinite delay;
non-Lipschitz condition; phase space
CLC number: O175 Document code: A Article ID: 1001-5132(2012)02-0057-06
Stochastic functional differential equations have
received great attention in recent years. An existence
and uniqueness theorem of the solution to the stochastic
functional differential equations was obtained under
uniform Lipschitz condition and linear growth condition
on the coefficients in Mao
[1]
, the related results could
also be found in the literature
[2]
. Recently, more and
more researchers have begun to investigate the neutral
stochastic functional differential equations, which
denotes that the delay argument also occurs in the
derivative of the state variable as well as in the
independent variable
[2-4]
all established the existence and
uniqueness theorem of the solution to neutral stochastic
functional differential equations with infinite delay
under the Lipschitz condition and linear growth
condition. Based on these, very recently, Ren and Xia
[5]
obtained the existence and uniqueness of the solution to
neutral stochastic functional differential equations with
infinite delay under non-Lipschitz condition with
Lipschitz condition being considered as a special case
and a weakened linear growth condition.
All the above works are established on the space
(( 0] )
d
BC R−∞, ; , which denotes the family of bounded
continuous
d
R
-value functions
defined on (0]
∞,
with the norm
0
sup ( )
θ
φθ
−∞<
| ||= | |
≤
. But the condition
on the space (( 0] )
d
BC R−∞, ; is too restrictive, it may
cause problems for the usual well-posedness questions
related to functional differential equations with infinite
delay
[6]
. Inspired from this, Xu and Hu
[7]
extend it to an
abstract space
B
[8-9]
, in which they successfully proved
the existence and uniqueness of the solution to neutral
stochastic functional differential equations with infinite
delay under uniform Lipschitz condition and linear
growth condition.
However, until now, there is no work on the
existence and uniqueness of the solution to neutral
stochastic functional differential equations with infinite
delay on the phase space
B under the non-Lipschitz
Received date: 2011−08−28. JOURNAL OF NINGBO UNIVERSITY ( NSEE ): http://3xb.nbu.edu.cn
Foundation items: Supported by the National Natural Science Foundation of China (20604023); Natural Science Foundation of Zhejiang Province (Y406301).
The first author: ZHANG Yuan-cheng ( 1986− ), male, Linyi Shandong, post of graduate student, research domain: differential equation.
E-mail: zhych2004101113@163.com.
*
Corresponding author: TAO Xiang-xing ( 1966− ), male, Taizhou Zhejiang, doctor/professor, research domain: differential equation. E-mail: xxtau@163.com.