EXPONENTIAL ESTIMATE OF SOLUTION TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

摘要

In this paper, by the Burkholder-Davis-Gundy inequality and It formula, the exponential estimate of the solution to stochastic functional differential equations with infinite delay is established in the phase space BC((-∞,0];Rd). Furthermore, the sample Lyapunov exponent of the solution is obtained, which is less than a positive constant 2√K + 65K. Moreover, a pth moment of the solution is studied.