An existence theorem for stochastic functional differential equations with delays under weak assumptions

作者:Halidias Nikolaos; Ren Yong
来源:Statistics & Probability Letters, 2008, 78(17): 2864-2867.
DOI:10.1016/j.spl.2008.04.006

摘要

In this paper, we consider stochastic functional differential equations with delays and our aim is to prove an existence theorem when the drift coefficient is not continuous.