Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps
From MaRDI portal
Publication:448676
DOI10.1155/2012/371239zbMath1259.60061WikidataQ58696440 ScholiaQ58696440MaRDI QIDQ448676
Jian-Guo Tan, Yong-Feng Guo, Hong-li Wang
Publication date: 7 September 2012
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/371239
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34K50: Stochastic functional-differential equations
34K40: Neutral functional-differential equations
Related Items
Unnamed Item, Approximate Controllability of Stochastic Fractional Neutral Impulsive Integrodifferential Systems with State Dependent Delay and Poisson Jumps, Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition, Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps, Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps, Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps
Cites Work
- Unnamed Item
- Exponential stability in mean square of neutral stochastic differential functional equations
- Razumikhin-type theorems for neutral stochastic functional differential equations
- Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
- Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
- The semi-implicit Euler method for stochastic differential delay equation with jumps
- Convergence of numerical solutions to stochastic delay differential equations with jumps
- Fixed points and stability of neutral stochastic delay differential equations
- Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching
- The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points
- New criteria on exponential stability of neutral stochastic differential delay equations
- Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
- THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
- Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
- Neutral Stochastic Differential Delay Equations with Markovian Switching
- Mean-square stability of the Euler–Maruyama method for stochastic differential delay equations with jumps