Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients

DOI10.1016/J.CAMWA.2009.08.035zbMath1189.60122OpenAlexW2056969769MaRDI QIDQ980334

Jianhai Bao, Zhen Ting Hou

Publication date: 28 June 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2009.08.035

zbMATH Keywords

existenceuniquenessmild solutionstochastic neutral partial functional differential equation

Mathematics Subject Classification ID

Partial functional-differential equations (35R10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (37)

Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity ⋮ On the initial value problem of stochastic evolution equations in Hilbert spaces ⋮ A posteriorianalysis of finite element discretizations of stochastic partial differential delay equations ⋮ Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition ⋮ Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm ⋮ Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory ⋮ Retarded Neutral Stochastic Equations Driven by Multiplicative Fractional Brownian Motion ⋮ Exponential stability of jump-diffusion systems with neutral term and impulses ⋮ Global attracting set, exponential stability and stability in distribution of SPDEs with jumps ⋮ Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion ⋮ Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay ⋮ Existence and uniqueness of mild solutions to some neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients ⋮ Quasi Contraction of Stochastic Functional Differential Equations ⋮ Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps ⋮ Existence of solutions for impulsive partial stochastic neutral integrodifferential equations with state-dependent delay ⋮ Well-posedness of mild solutions to stochastic parabolic partial functional differential equations ⋮ Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching ⋮ Existence and stability for stochastic partial differential equations with infinite delay ⋮ Mild solution of neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients ⋮ Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion ⋮ Nonlocal problem for fractional stochastic evolution equations with solution operators ⋮ Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion ⋮ Global attracting sets and exponential stability of stochastic partial functional differential equations ⋮ Recent advances in statistical data and signal analysis: application to real world diagnostics from medical and biological signals ⋮ Mild solutions of neutral semilinear stochastic functional dynamic systems with local non-Lipschitz coefficients ⋮ The neutral stochastic integrodifferential equations with jumps ⋮ On the asymptotic stability of a class of jump-diffusions of neutral type with impulses ⋮ A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients ⋮ Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays ⋮ An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure ⋮ Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process ⋮ On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay ⋮ Existence and Stability Results for Impulsive Stochastic Functional Integrodifferential Equation with Poisson Jumps ⋮ A note on the existence of stochastic integro-differential equations with memory ⋮ On the initial value problem of fractional stochastic evolution equations in Hilbert spaces ⋮ Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients ⋮ Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion

Cites Work

• Unnamed Item
• Semigroups of linear operators and applications to partial differential equations
• Successive approximations to solutions of stochastic differential equations
• Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
• Global existence and stability of solutions for reaction diffusion functional differential equations
• The exponential stability of neutral stochastic delay partial differential equations
• Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
• Razumikhin-Type Theorems of Infinite Dimensional Stochastic Functional Differential Equations
• On existence and uniqueness of solution of stochastic differential equations with heredity
• Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay
• Almost sure exponential stability for stochastic neutral partial functional differential equations
• On the successive approximation of solutions of stochastic differential equations
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients