Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
840193 | Nonlinear Analysis: Theory, Methods & Applications | 2013 | 10 Pages |
Abstract
This paper considers a class of nonlocal stochastic differential equations with time-varying delay whose coefficients are dependent on expectations. By applying the MM-matrix technique, the existence and uniqueness of the global solution of nonlocal stochastic differential delay equations is studied. A class of moment estimates of solutions is also considered. The results improve our previous work (Hu and Huang (2012) [1]). An example is provided to illustrate the effectiveness of our results.
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Authors
Yangzi Hu, Fuke Wu,