Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps (Q428079)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps |
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Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps (English)
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19 June 2012
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The authors consider a class of neutral stochastic evolution equations with infinite delay and Poisson jumps in real separable Hilbert spaces. They establish the existence and uniqueness of mild solutions under some kind of non-Lipschitz conditions. Also, they show the continuous dependence of the solutions on the initial data.
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stochastic evolution equations
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neutral equations
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infinite delay
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Poisson jumps
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successive approximation
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