Turkish Journal of Mathematics
Abstract
In this paper, we shall consider the existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay in L^p(\Omega,C_h) space: d[x(t)-G(x_t)]=f(t,x_t)dt+g(t,x_t)dB(t), where we assume f:R^+\times L^p(\Omega,C_h) \to L^p(\Omega,R^n), g:R^+\times L^p(\Omega,C_h) \to L^p(\Omega,L(R^m, R^n)), G: L^p(\Omega,C_h) \to L^p(\Omega,R^n), p>2,\, and B(t) is a given m-dimensional Brownian motion.
DOI
10.3906/mat-0806-3
Keywords
Neutral stochastic functional differential equations; existence; uniqueness; infinite delay.
First Page
45
Last Page
58
Recommended Citation
BAO, H (2010). Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay in L^p(\Omega,C_h). Turkish Journal of Mathematics 34 (1): 45-58. https://doi.org/10.3906/mat-0806-3
