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scientific article; zbMATH DE number 7478910

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7478910

Statements

scholarly article

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Annamalai Anguraj

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publication date

22 February 2022

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full work available at URL

http://online.watsci.org/abstract_pdf/2021v28/v28n3b-pdf/5.pdf

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zbMATH Keywords

stochastic differential equations

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successive approximation

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Poisson process

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impulse

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MaRDI profile type

MaRDI publication profile

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Introduction to functional differential equations

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The exponential stability of neutral stochastic delay partial differential equations

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Successive approximation of neutral functional stochastic differential equations with jumps

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Successive approximation of neutral functional stochastic differential equations with variable delays

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Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions

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Successive approximations to solutions of stochastic differential equations

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Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays

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

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A note on exponential stability for impulsive neutral stochastic partial functional differential equations

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A generalization of a lemma of bellman and its application to uniqueness problems of differential equations

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Stochastic Equations in Infinite Dimensions

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Asymptotic stability of impulsive stochastic partial differential equations with infinite delays

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Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays

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Semigroups of linear operators and applications to partial differential equations

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Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching

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Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability

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Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise

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Mild solutions of local non-Lipschitz stochastic evolution equations with jumps

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Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps

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Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the \(C_g\) space

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5033289

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