Journal
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B
Volume 18, Issue 6, Pages 1697-1714Publisher
AMER INST MATHEMATICAL SCIENCES-AIMS
DOI: 10.3934/dcdsb.2013.18.1697
Keywords
Brownian motion; Ito's formula; Khasminskii-test; Khasminskii-type condition; stochastic functional differential equations
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Funding
- Royal Society of Edinburgh
- London Mathematical Society
- Edinburgh Mathematical Society
- Chinese Government
- Scottish Government
- National Natural Science Foundation of China [11071037, 11071050, 60874031, 60874110, 71073023]
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For a stochastic functional differential equation (SFDE) to have a unique global solutionit is in general required that the coefficients of the SFDE obey the local Lipschitz condition and the linear growth condition. However, there are many SFDEs in practice which do not obey the linear growth condition.The main aim of this paper is to establish existence-and-uniqueness theorems for SFDEs where the linear growth conditionis replaced by more general Khasminskii-type conditions in terms of a pair of Laypunov-type function.
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