The neutral stochastic integrodifferential equations with jumps (Q523585)
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| Language | Label | Description | Also known as |
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| English | The neutral stochastic integrodifferential equations with jumps |
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The neutral stochastic integrodifferential equations with jumps (English)
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21 April 2017
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Summary: We study the existence and uniqueness of mild solutions for neutral stochastic integrodifferential equations with Poisson jumps under global and local Carathéodory conditions on the coefficients by means of the successive approximation. Furthermore, we give the continuous dependence of solutions on the initial value. Finally, an example is provided to illustrate the effectiveness of the obtained results.
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stochastic integro-differential equations
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mild solutions
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Poisson jumps
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Carathéodory conditions
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