EXPONENTIAL ESTIMATE OF SOLUTION TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

查看全文 作　　者：Fengying Wei (College of Math. and Computer Sci., Fuzhou University, Fuzhou 350108) Ke Wang (Dept. of Math., Harbin Institute of Technology, Weihai 264209, Shandong)

出　　处：《Annals of Differential Equations》索引2010年第26卷第3期,共9页

基　　金：Supported by NNSF of China (No.10726062);the Natural Science Foundation of Fujian Province (No.2010J01005);Science and Technology Development Foundation of Fuzhou University(No.2010-XQ-24) 摘　　要：In this paper, by the Burkholder-Davis-Gundy inequality and It formula, the exponential estimate of the solution to stochastic functional differential equations with infinite delay is established in the phase space BC((-∞,0];Rd). Furthermore, the sample Lyapunov exponent of the solution is obtained, which is less than a positive constant 2√K + 65K. Moreover, a pth moment of the solution is studied. 关键词：stochastic functional differential equations infinite delay exponential estimate Itö’s formula

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EXPONENTIAL ESTIMATE OF SOLUTION TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

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