The Existence and Uniqueness of the Solution for Neutral Stochastic Functional Differential Equations with Infinite Delay
Received:August 17, 2007  Revised:May 21, 2008
Key Word: neutral stochastic functional differential equations   infinite delay   existence   uniqueness   Burkholder-Davis-Gundy inequality   Borel-Cantelli lemma.
Fund ProjectL:the National Natural Science Foundation of China (No.10671078).
 Author Name Affiliation WANG Lin School of Mathematics and Statistics, Huazhong University of Science and Technology, Hubei 430074, China HU Shi Geng School of Mathematics and Statistics, Huazhong University of Science and Technology, Hubei 430074, China
Hits: 2432
The main aim of this paper is to establish the existence-and-uniqueness theorem for neutral stochastic functional differential equations with infinite delay at phase space $BC((-\infty,0];R^{n})$. An example is given for illustration.