Article ID Journal Published Year Pages File Type
4641940 Journal of Computational and Applied Mathematics 2008 9 Pages PDF
Abstract

In this paper, we obtain some results on the existence and uniqueness of solutions to stochastic functional differential equations with infinite delay at phase space BC((-∞,0];Rd)BC((-∞,0];Rd) which denotes the family of bounded continuous RdRd-value functions ϕϕ defined on (-∞,0](-∞,0] with norm ∥ϕ∥=sup-∞<θ⩽0|ϕ(θ)| under non-Lipschitz condition with Lipschitz condition being considered as a special case and a weakened linear growth condition. The solution is constructed by the successive approximation.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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