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Existence of the l-th moment of a solution to a stochastic functional-differential equation with the entire prehistory
Authors:V K Yasinskii  S V Antonyuk
Affiliation:(1) Yu. Fed’kovich State University, Chernovtsy, Ukraine
Abstract:The definition of a strong solution to a stochastic differential-functional equation with the entire prehistory is given, and basic inequalities required for obtaining existence and uniqueness theorems are proved. Global existence and uniqueness theorems are proved. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 142–151, July–August 2008.
Keywords:stochastic functional-differential equation with the entire prehistory  Skorokhod space  Poisson measure  Wiener process
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