THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS

DOI10.1142/S0219493709002592zbMath1167.60336MaRDI QIDQ3622772

Luo, Jiaowan, Takeshi Taniguchi

Publication date: 28 April 2009

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

non-Lipschitz condition; Poisson jump processes; stochastic neutral delay evolution equations

Mathematics Subject Classification ID

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

60H20: Stochastic integral equations

Related Items

Exponential stability for second-order neutral stochastic differential equations with impulses, Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise, Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps, Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps, Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay, The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes, The asymptotic behavior for second-order neutral stochastic partial differential equations with infinite delay, Existence, uniqueness, and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps, Existence of solutions for abstract neutral integro-differential equations with unbounded delay

Cites Work

• Semigroups of linear operators and applications to partial differential equations
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• Existence results for partial neutral functional differential equations with unbounded delay
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• Lévy Processes and Stochastic Calculus
• Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces
• SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP