Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
From MaRDI portal
Publication:939537
DOI10.1016/j.cam.2007.08.022zbMath1152.34388MaRDI QIDQ939537
Yong Ren, Shiping Lu, Ning-Mao Xia
Publication date: 22 August 2008
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2007.08.022
34K50: Stochastic functional-differential equations
34K07: Theoretical approximation of solutions to functional-differential equations
Related Items
Caratheodory's approximate solution to stochastic differential delay equation, Unnamed Item, EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR STOCHASTIC IMPULSIVE DIFFERENTIAL EQUATIONS, Existence of Optimal Mild Solutions and Controllability of Fractional Impulsive Stochastic Partial Integro‐Differential Equations with Infinite Delay, A Stochastic Gronwall Lemma and Well-Posedness of Path-Dependent SDEs Driven by Martingale Noise, Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients, Asymptotic stability of second-order neutral stochastic differential equations, AN EXISTENCE AND UNIQUENESS THEOREM OF STOCHASTIC DIFFERENTIAL EQUATIONS AND THE PROPERTIES OF THEIR SOLUTION, Stepanov-like doubly weighted pseudo almost automorphic mild solutions for fractional stochastic neutral functional differential equations, ‐stability of hybrid neutral stochastic differential equations with infinite delay, Existence, uniqueness, and averaging principle for Hadamard Itô–Doob stochastic delay fractional integral equations, Mean square stability for controlled hybrid neutral stochastic differential equations with infinite delay, Existence and stability results for a partial impulsive stochastic integro-differential equation with infinite delay, Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the \(C_g\) space, A note on the existence and uniqueness of the solutions to SFDES, A note on the solutions of neutral SFDEs with infinite delay, Itô type stochastic fuzzy differential equations with delay, A class of impulsive stochastic parabolic functional differential equations and their asymptotics, Global existence of solutions for stochastic impulsive differential equations, Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay, Attraction, stability and robustness for stochastic functional differential equations with infinite delay, Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity, Second-order neutral impulsive stochastic evolution equations with infinite delay, A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay, Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks, Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay, Stochastic functional differential equations with infinite delay, Perturbed nonlocal stochastic functional differential equations, Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay, \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients, Stability and boundedness of stochastic Volterra integrodifferential equations with infinite delay, Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay, Asymptotic stability of impulsive stochastic partial integrodifferential equations with delays, Stochastic functional differential equations with infinite delay driven by G -Brownian motion, Existence, uniqueness, and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps, A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space, Unnamed Item, Second-order neutral impulsive stochastic evolution equations with delay
Cites Work
- Unnamed Item
- The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
- Successive approximations to solutions of stochastic differential equations
- Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces
- A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
- Lyapunov functionals and asymptotic stability of stochastic delay evolution equations
- Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay