Ch 空间中立型随机泛函微分方程解的存在唯一性及误差估计

摘要

在一致Lipschitz条件、弱化的线性增长条件及压缩条件下，研究Ch空间中无穷时滞中立型随机泛函微分方程解的存在唯一性及误差估计。通过Picard迭代法和Doob鞅不等式得到了解的存在唯一性定理，并给出了解对初值的连续依赖性及近似解与精确解之间的误差估计。%Under the uniform Lipschitz condition,weakened linear growth condition and contractive condition, the existence-uniqueness and error estimation of the solution to neutral stochastic functional differential equations with infinite delay in space Ch were investigated.The existence-uniqueness theorem was obtained by means of Picard iteration and Doob’s martingale inequality. Furthermore,the continuous dependence of the solution on the initial data and the error estimation between the approximation solution and the exact solution were given.