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

El-Hacène Chalabi, Salim Mesbahi, Amar Ouaoua
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Abstract

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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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
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。
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Tatra Mountains Mathematical Publications
Tatra Mountains Mathematical Publications Mathematics-Mathematics (all)
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