• Journal of applied mathematics & informatics
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• 제37권1_2호
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• pp.53-63
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• 2019

In this paper, we show the existence of solution of the neutral stochastic functional differential equations under non-Lipschitz condition, a weakened linear growth condition and a contractive condition. Furthermore, in order to obtain the existence of solution to the equation we used the Picard sequence.

• 충청수학회지
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• 제34권4호
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• pp.355-368
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• 2021

In this paper, we investigate necessary and sufficient conditions for the approximate controllability for semilinear stochastic functional differential equations with delays in Hilbert spaces without the strict range condition on the controller even though the equations contain unbounded principal operators, delay terms and local Lipschitz continuity of the nonlinear term.

• 대한수학회논문집
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• 제12권2호
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• pp.403-403
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• 1997

• Journal of applied mathematics & informatics
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• 제28권3_4호
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• pp.739-751
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• 2010

This article presents the result on existence, uniqueness and stability of mild solution of impulsive stochastic partial neutral functional differential equations under sufficient condition. The results are obtained by using the method of successive approximation.

• 대한수학회지
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• 제59권2호
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• pp.279-298
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• 2022

In this paper, the existence and uniqueness for the global solution of neutral stochastic functional differential equation is investigated under the locally Lipschitz condition and the contractive condition. The implicit iterative methodology and the Lyapunov-Razumikhin theorem are used. The stability analysis for such equations is also applied. One numerical example is provided to illustrate the effectiveness of the theoretical results obtained.

• Journal of applied mathematics & informatics
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• 제29권5_6호
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• pp.1549-1556
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• 2011

In this paper, we give an estimate on the difference between $x^n(t)$ and x(t) and it clearly shows that one can use the Picard iteration procedure to the approximate solutions to stochastic functional differential equations with infinite delay at phase space BC(($-{\infty}$, 0] : $R^d$) which denotes the family of bounded continuous $R^d$-valued functions ${\varphi}$ defined on ($-{\infty}$, 0] with norm ${\parallel}{\varphi}{\parallel}={\sup}_{-{\infty}<{\theta}{\leq}0}{\mid}{\varphi}({\theta}){\mid}$ under non-Lipschitz condition being considered as a special case and a weakened linear growth condition.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제11권1호
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• pp.13-30
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• 2007

In this paper we study the numerical solutions of the stochastic functional differential equations of the following form $$du(x,\;t)\;=\;f(x,\;t,\;u_t)dt\;+\;g(x,\;t,\;u_t)dB(t),\;t\;>\;0$$ with initial data $u(x,\;0)\;=\;u_0(x)\;=\;{\xi}\;{\in}\;L^p_{F_0}\;([-{\tau},0];\;R^n)$. Here $x\;{\in}\;R^n$, ($R^n$ is the ${\nu}\;-\;dimenional$ Euclidean space), $f\;:\;C([-{\tau},\;0];\;R^n)\;{\times}\;R^{{\nu}+1}\;{\rightarrow}\;R^n,\;g\;:\;C([-{\tau},\;0];\;R^n)\;{\times}\;R^{{\nu}+1}\;{\rightarrow}\;R^{n{\times}m},\;u(x,\;t)\;{\in}\;R^n$ for each $t,\;u_t\;=\;u(x,\;t\;+\;{\theta})\;:\;-{\tau}\;{\leq}\;{\theta}\;{\leq}\;0\;{\in}\;C([-{\tau},\;0];\;R^n)$, and B(t) is an m-dimensional Brownian motion.

• Journal of applied mathematics & informatics
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• 제31권3_4호
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• pp.491-498
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• 2013

This note is concerned with the uniform $L^p$-continuity of solution for the stochastic differential equations under Lipschitz condition and linear growth condition. Furthermore, uniform $L^p$-continuity of the solution for the stochastic functional differential equation is given.

• Journal of Applied and Pure Mathematics
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• 제4권5_6호
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• pp.233-247
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• 2022

This manuscript addressed, the existence and uniqueness result for random impulsive stochastic functional differential equations with finite time delays. The study of random impulsive stochastic system is a new area of research. We interpret the meaning of a stochastic derivative and how it differs from the classical derivative. We prove the existence and uniqueness of mild solutions to the equations by using the successive approximation method. We conclude the article with some interesting future extension. This work extends the work of [18, 12, 20]. Finally, an example is given to illustrate the theoretical result.

• 대한수학회보
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• 제51권5호
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• pp.1469-1484
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• 2014

In this paper we are concerned with a class of stochastic partial functional differential equations with infinite delay. Supposing that the linear part is a Hille-Yosida operator but not necessarily densely defined and employing the integrated semigroup and random dynamics theory, we present some appropriate conditions to guarantee the existence of a random attractor.