Khasminskii-type theorems for stochastic functional differential equations with infinite delay
The classical Khasminskii-type theorem gives a powerful tool to examine the global existence of solutions for stochastic differential equations without the linear growth condition by the use of the Lyapunov functions. However, there is no such result for stochastic functional equations with infinite delay. The main aim of this paper is to establish the existence-and-uniqueness theorems of global solutions for stochastic functional differential equations with infinite delay.
Year of publication: |
2011
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Authors: | Wu, Fuke ; Hu, Shigeng |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 11, p. 1690-1694
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Publisher: |
Elsevier |
Keywords: | Khasminskii-type theorems Stochastic functional differential equations Infinite delay Global solutions |
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