Successive approximation of neutral functional stochastic differential equations with jumps

DOI10.1016/j.spl.2009.11.006zbMath1196.60114MaRDI QIDQ2267609

Salah Hajji, Brahim Boufoussi

Publication date: 1 March 2010

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.006

zbMATH Keywords

stochastic delay equation; stochastic equation with jumps

Mathematics Subject Classification ID

60J65: Brownian motion

34G20: Nonlinear differential equations in abstract spaces

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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