无限延迟 G 布朗运动驱动的随机函数微分系统的存在性结果

Q4 Mathematics

Tatra Mountains Mathematical Publications Pub Date : 2024-04-13 DOI:10.2478/tmmp-2024-0005

El-Hacène Chalabi, Salim Mesbahi, Amar Ouaoua

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引用次数: 0

摘要

在本文中，我们有兴趣研究一类由无限延迟的 G 布朗运动驱动的随机函数微分系统。当满足两个基本条件：线性增长条件和 Lipschitz 条件时，我们证明了解的存在性和唯一性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Existence Result for a Stochastic Functional Differential System Driven by G-Brownian Motion with Infinite Delay

In this article, we are interested in the study of a class of stochastic functional differential systems driven by G-Brownian motion with infinite delay. We prove the existence and uniqueness of the solutions when two basic conditions are met: the linear growth condition and the Lipschitz condition.

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来源期刊

Tatra Mountains Mathematical Publications Mathematics-Mathematics (all)

CiteScore

1.00

自引率

0.00%

发文量