A class of stochastic differential equations with expectations in the coefficients

Abstract

This paper considers a class of nonlocal stochastic differential equations with time-varying delay whose coefficients are dependent on expectations. By applying the M-matrix technique, the existence and uniqueness of the global solution of nonlocal stochastic differential delay equations is studied. A class of moment estimates of solutions is also considered. The results improve our previous work (Hu and Huang (2012) [1]). An example is provided to illustrate the effectiveness of our results.