江汉大学学报(自然科学版) ›› 2021, Vol. 49 ›› Issue (5): 18-23.doi: 10.16389/j.cnki.cn42-1737/n.2021.05.003

• 数学 • 上一篇    下一篇

Hilbert 空间上无穷时滞中立型随机偏泛函微分方程适度解的存在唯一性

余国胜   

  1. 江汉大学 人工智能学院,湖北 武汉 430056
  • 发布日期:2021-10-12
  • 作者简介:余国胜(1980— ),男,副教授,博士,研究方向:金融数学和随机动力系统。

Existence and Uniqueness of Mild Solution to Neutral Stochastic Partial Functional Differential Equations with Infinite Delay in Hilbert Spaces

YU Guosheng   

  1. School of Artificial Intelligence,Jianghan University,Wuhan 430056,Hubei,China
  • Published:2021-10-12

摘要: 首先给出了Hilbert 空间上无穷时滞中立型随机偏泛函微分方程适度解的定义,然后利用解析半群的性质,Burkholder-Davis-Gundy 不等式和Banach 不动点定理证明了该Hilbert 空间上无穷时滞中立型随机偏泛函微分方程适度解的存在唯一性,最后举出一个实例说明了所得结果的有效性。

关键词: 无穷时滞, 中立型随机偏泛函微分方程, 适度解, 存在唯一性

Abstract: Firstly,the definition of the mild solution to neutral stochastic partial functional differential equations with infinite delay in Hilbert spaces was introduced. Then,by means of the properties of analytic semigroups, Burkholder-Davis-Gundy inequality, and Banach fixed point theorem,the existence and uniqueness of the mild solution to neutral stochastic partial functional differential equations with infinite delay in Hilbert spaces were obtained. Finally,an example was given to illustrate the results.

Key words: infinite delay, neutral stochastic partial functional differential equations, mild solution, existence and uniqueness

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