中立型随机微分方程中若干题目的研究.pdf

Lp (p ≥ 2) Mild p (p ≥ 2) p ℄ ℄ p L Lipschitz ℄ Lipschitz Lipschitz [0, +∞) Lp Lipschitz ℄ (LMI) Æ ℄ Lipschitz Mild Mild p (p ≥ 2) Mild p Mild p  Mild p ℄ I Mild II Abstract This Ph. D. thesis is composed of four Chapters. The existence and uniqueness, Lp (p ≥ 2)-exponential estimate and the local existence and uniqueness theorem for the solution of neutral stochastic functional differential equations with infinite delay are mainly discussed; The exponential stability and asymptotic stability in mean square for neutral stochastic neural networks with time-varying delays are investigated, respec- tively; And the existence and uniqueness, exponential stability and asymptotic stability in p (p ≥ 2)-moment for mild solution of neutral stochastic partial differential equations with delays are also studied. In Chapter 1 The history background and developments about problems above, some main works and some preliminary knowledges in this context are briefly introduced. In Chapter 2 The existence and uniqueness, Lp (p ≥ 2)-exponential estimate and the local existence and uniqueness of t