A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay

DOI10.1016/j.amc.2009.04.013zbMath1221.34222OpenAlexW2038588038MaRDI QIDQ833134

Yong Ren, Ning-Mao Xia

Publication date: 12 August 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.04.013

zbMATH Keywords

infinite delayneutral stochastic functional differential equationCarathéodory-type condition

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40)

Related Items (11)

Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition ⋮ A note on the existence and uniqueness of the solutions to SFDES ⋮ A note on the solutions of neutral SFDEs with infinite delay ⋮ Second-order neutral stochastic evolution equations with infinite delay under Carathéodory conditions ⋮ Asymptotically almost periodic solutions of stochastic functional differential equations ⋮ Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions ⋮ Second-order neutral impulsive stochastic evolution equations with delay ⋮ Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay ⋮ A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space ⋮ Second-order neutral impulsive stochastic evolution equations with infinite delay ⋮ \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients

Cites Work

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• The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
• Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
• An existence theorem for stochastic functional differential equations with delays under weak assumptions
• Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
• Successive approximations to solutions of stochastic differential equations
• Introduction to functional differential equations
• Almost sure exponential stability of neutral stochastic differential difference equations
• Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces
• Asymptotic properties of neutral stochastic differential delay equations

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