An existence theorem for stochastic functional differential equations with delays under weak assumptions

DOI10.1016/J.SPL.2008.04.006zbMath1156.60047OpenAlexW2043480938MaRDI QIDQ956352

Yong Ren, Nikolaos Halidias

Publication date: 25 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.04.006

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (6)

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 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 ⋮ A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space ⋮ Remarks and corrections on ``an existence theorem for stochastic functional differential equations with delays under weak assumptions, statistics and probability letters 78, 2008 by N. Halidias and Y. Ren ⋮ Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay

Cites Work

• A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient
• A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient
• A stochastic delay financial model
• Unnamed Item

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