Doubly perturbed neutral stochastic functional equations

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:231

Article

Hu, Lanying²  Ren, Yong¹ 

[1] Univ Tasmania, Sch Math, Hobart, Tas 7001, Australia

[2] Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R China

关键词: Neutral stochastic functional equations;    Double perturbation;    Successive approximation;   

DOI  :  10.1016/j.cam.2009.02.077

来源: Elsevier

【 摘 要 】

In this paper, we prove the existence and uniqueness of the solution to a class of doubly perturbed neutral stochastic functional equations (DPNSFEs in short) under some non-Lipschitz conditions. The solution is constructed by successive approximation. Furthermore, we give the continuous dependence of the solution on the initial value by means of the corollary of Bihari inequality. (C) 2009 Elsevier B.V. All rights reserved.

【 授权许可】

Free