Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps

DOI10.1016/j.amc.2014.12.126zbMath1410.34245OpenAlexW1993114630MaRDI QIDQ1643369

Xuerong Mao, Quanxin Zhu, Wei Mao

Publication date: 19 June 2018

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

Full work available at URL: https://strathprints.strath.ac.uk/50899/

zbMATH Keywords

existence and uniquenessneutral stochastic functional differential equationsalmost surely asymptotic estimationsexponential estimationspure jumps

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

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