具有无限时滞的随机泛函微分方程的解的唯一存在性.pdfVIP

维普资讯 应 用 数 学 MATHEMATICA APPLICATA 2007。2O(4)：830~836 TheExistenceandUniquenessoftheSolution forStochasticFunctionalDifferentialEquations with InfiniteDelayatthePhaseSpace XUYong(~,勇) (DepartmentofMathematics，HuazhongUniversityof ScienceandTechnology，Wuhan 430074。C ina) Abstract：Themainaim ofthispaperistOprovetheexistenceanduniquenessofthesolutionfor stOchastiefunctionaldifferentialequationswithinfinitedelay(shortforISFDEs)atphasespace国． TheseextendsphasespaceofthepaperE2]andgivessomeexamplestOshowthatphasespace翁ex— its．Inaddition，thispaperbuildsaBanachspace ((一o。．T]，R)withnorm II·IIinordertO discusstheexistenceanduniquenessofthesolutionforISFDEsinit． Keywords：Phasespace；Stochasticfunctionaldifferentialequations；Infinitedelay； Existence；Uniqueness CLCNumber：O211．63 AMS(2000)SubjectClassification：34K40；60H10 Documentcode：A ArticleID：1001—9847(2007)04-0830-07 1．Introduction Mao[]hadinvestigatedthestochasticfunctionaldifferentialequationswithfinitedelay dX(f)一 -厂(X ，f)dt+g(X ，f)dB(t)，to≤ t≤ T， (1) whereXf—x(t+ )：一r≤0≤0couldbeconsideredasaC([一r，0]，R )一valuestochastic process．Theinitialvaluewasproposedasfollows： X“一 一 {()：一r≤ ≤0)isan measurableC([一r，0]；R)一valuerandomvariable suchthatEflff∞．Forsystem (1)，ifuniformLipschitzconditionandlineargrowthcon— ditionaresatisfied，then (1)hadauniquesolutionX(f)． RecentlyW ei[]hadprovedtheexistence—and—uniquenessofsolutionstostochasticfunc— tionaldifferentialequationswithinfinitedelayatthespaceBC((一∞，0]；R)insteadofthe spaceC([一r，O]；R)，whereBC((一∞，0]；R)denotethefamilyofhoundedcontinuousRa— value{unctions definedon(一 ∞，0]withnorm fI lI— sup f ()f．Butthelimitof functionsinthespaceBC((一∞，0]； )istoorestrictive，inspiredfrom theresearchofthe determinedfunctionald