Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps (Q448676): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q58696440, #quickstatements; #temporary_batch_1722035971323 |
||
(7 intermediate revisions by 6 users not shown) | |||
Property / author | |||
Property / author: Jian-Guo Tan / rank | |||
Property / author | |||
Property / author: Hong-li Wang / rank | |||
Property / author | |||
Property / author: Yong-Feng Guo / rank | |||
Property / review text | |||
Summary: A class of neutral stochastic functional differential equations with Poisson jumps (NSFDEwPJs), \[ \mathrm{d}[x(t) - G(x_t)] = f(x_t, t) \text{d}t + g(x_t, t) \text{d}W(t) + h(x_t, t) \mathrm{d}N(t),\quad t \in [t_0, T], \] with initial value \[ x_{t_0} = \xi = \{\xi(\theta) : -\tau \leq \theta \leq 0\} \] is investigated. First, we consider the existence and uniqueness of solutions to NSFDEwPJs under the uniform Lipschitz condition, the linear growth condition, and the contractive mapping. Then, the uniform Lipschitz condition is replaced by the local Lipschitz condition, and the existence and uniqueness theorem for NSFDEwPJs is also derived. | |||
Property / review text: Summary: A class of neutral stochastic functional differential equations with Poisson jumps (NSFDEwPJs), \[ \mathrm{d}[x(t) - G(x_t)] = f(x_t, t) \text{d}t + g(x_t, t) \text{d}W(t) + h(x_t, t) \mathrm{d}N(t),\quad t \in [t_0, T], \] with initial value \[ x_{t_0} = \xi = \{\xi(\theta) : -\tau \leq \theta \leq 0\} \] is investigated. First, we consider the existence and uniqueness of solutions to NSFDEwPJs under the uniform Lipschitz condition, the linear growth condition, and the contractive mapping. Then, the uniform Lipschitz condition is replaced by the local Lipschitz condition, and the existence and uniqueness theorem for NSFDEwPJs is also derived. / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 34K50 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 34K40 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6078722 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
existence and uniqueness | |||
Property / zbMATH Keywords: existence and uniqueness / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
linear growth condition | |||
Property / zbMATH Keywords: linear growth condition / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
contractive mapping | |||
Property / zbMATH Keywords: contractive mapping / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
local Lipschitz condition | |||
Property / zbMATH Keywords: local Lipschitz condition / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Jian-Guo Tan / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Hong-li Wang / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Yong-Feng Guo / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1155/2012/371239 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2117373185 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Neutral Stochastic Differential Delay Equations with Markovian Switching / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Exponential stability in mean square of neutral stochastic differential functional equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4369402 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: New criteria on exponential stability of neutral stochastic differential delay equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Razumikhin-type theorems for neutral stochastic functional differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fixed points and stability of neutral stochastic delay differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The semi-implicit Euler method for stochastic differential delay equation with jumps / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convergence of numerical solutions to stochastic delay differential equations with jumps / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Mean-square stability of the Euler–Maruyama method for stochastic differential delay equations with jumps / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q58696440 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 01:20, 27 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps |
scientific article |
Statements
Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps (English)
0 references
7 September 2012
0 references
Summary: A class of neutral stochastic functional differential equations with Poisson jumps (NSFDEwPJs), \[ \mathrm{d}[x(t) - G(x_t)] = f(x_t, t) \text{d}t + g(x_t, t) \text{d}W(t) + h(x_t, t) \mathrm{d}N(t),\quad t \in [t_0, T], \] with initial value \[ x_{t_0} = \xi = \{\xi(\theta) : -\tau \leq \theta \leq 0\} \] is investigated. First, we consider the existence and uniqueness of solutions to NSFDEwPJs under the uniform Lipschitz condition, the linear growth condition, and the contractive mapping. Then, the uniform Lipschitz condition is replaced by the local Lipschitz condition, and the existence and uniqueness theorem for NSFDEwPJs is also derived.
0 references
existence and uniqueness
0 references
linear growth condition
0 references
contractive mapping
0 references
local Lipschitz condition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references