Mild Solutions of Neutral Semilinear Stochastic Functional Dynamic Systems with Local Non-Lipschitz Coefficients
Semilinear stochastic dynamic systems in a separable Hilbert space often model some evolution phenomena arising in physics and engineering. In this paper, we study the existence and uniqueness of mild solutions to neutral semilinear stochastic functional dynamic systems under local non-Lipschitz con...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Advances in Mathematical Physics |
| Online Access: | http://dx.doi.org/10.1155/2013/823535 |
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| Summary: | Semilinear stochastic dynamic systems in a separable Hilbert space often model some evolution phenomena arising in physics and engineering. In this paper, we study the existence and uniqueness of mild solutions to neutral semilinear stochastic functional dynamic systems under local non-Lipschitz conditions on the coefficients by means of the stopping time technique. We especially generalize and improve the results that appeared in Govinadan (2005), Bao and Hou (2010), and Jiang and Shen (2011). |
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| ISSN: | 1687-9120 1687-9139 |