A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space

DOI10.1063/1.3202822zbMath1223.34110OpenAlexW1966814715WikidataQ115333456 ScholiaQ115333456MaRDI QIDQ3069175

Yong Ren, Li Chen

Publication date: 24 January 2011

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.3202822

zbMATH Keywords

Brownian motionstochastic processesdifferential equationsdelays

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40)

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Cites Work

• Unnamed Item
• A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay
• The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
• Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
• An existence theorem for stochastic functional differential equations with delays under weak assumptions
• Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
• Successive approximations to solutions of stochastic differential equations
• Existence results for partial neutral functional integrodifferential equations with unbounded delay
• Controllability of impulsive functional differential systems with infinite delay in Banach spaces

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