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Moment estimate and existence for the solution of neutral stochastic functional differential equation

Huabin Chen|Qunjia Wan
대한수학회 (The Korean Mathematical Society)|2022.03|대한수학회지 (Journal of the KMS)|제59권 제2호|pp. 279-298|DOI 10.4134/JKMS.j210111

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키워드

stabilityexistence and uniquenessglobal solution
주제분류수학

초록

In this paper, the existence and uniqueness for the global solution of neutral stochastic functional differential equation is investigated under the locally Lipschitz condition and the contractive condition. The implicit iterative methodology and the Lyapunov-Razumikhin theorem are used. The stability analysis for such equations is also applied. One numerical example is provided to illustrate the effectiveness of the theoretical results obtained.

Abstract

In this paper, the existence and uniqueness for the global solution of neutral stochastic functional differential equation is investigated under the locally Lipschitz condition and the contractive condition. The implicit iterative methodology and the Lyapunov-Razumikhin theorem are used. The stability analysis for such equations is also applied. One numerical example is provided to illustrate the effectiveness of the theoretical results obtained.

참고문헌 (27)

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