Abstract
The existence and uniqueness of global solutions of a class of scalar stochastic functional differential equations of Itô type is studied. It is not assumed, however, that the coefficients need to satisfy global linear bounds. For a subclass of these equations, it is known that the associated deterministic equation, which is not noise-perturbed, explodes in finite time. Therefore, a noise term may be added in such a way as to prevent the deterministic explosion. Finite dimensional analogues are also treated.
| Original language | English |
|---|---|
| Pages (from-to) | 227-240 |
| Number of pages | 14 |
| Journal | Dynamic Systems and Applications |
| Volume | 15 |
| Issue number | 2 |
| Publication status | Published - Jun 2006 |
| Externally published | Yes |