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

DOI10.1016/j.amc.2014.12.126zbMath1410.34245OpenAlexW1993114630MaRDI QIDQ1643369

Xuerong Mao, Quanxin Zhu, Wei Mao

Publication date: 19 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/50899/

zbMATH Keywords

existence and uniquenessneutral stochastic functional differential equationsalmost surely asymptotic estimationsexponential estimationspure jumps

Mathematics Subject Classification ID

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

Related Items

Fixed point property of variable exponent Cesàro complex function space of formal power series under premodular, The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump, The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations, Decision-making on the solution of a stochastic nonlinear dynamical system of Kannan-type in new sequence space of soft functions, Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses, Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise, Kannan contraction maps on the space of null variable exponent second-order quantum backward difference sequences of fuzzy functions and its pre-quasi ideal, Discrete control of nonlinear stochastic systems driven by Lévy process, Prequasiideal of the type weighted binomial matrices in the Nakano sequence space of soft functions with some applications, Delay feedback control of highly nonlinear neutral stochastic delay differential equations driven by G-Brownian motion, Stability analysis of highly nonlinear hybrid stochastic systems with Poisson jump, Exponential ergodicity for stochastic functional differential equations with Markovian switching, Unnamed Item, Unnamed Item, \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes, Analysis of a stochastic Lotka-Volterra competitive model with infinite delay and impulsive perturbations, Almost surely asymptotic synchronization for stochastic neural networks of neutral type with Markovian jumping parameters, An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure, Existence and stability of solutions to neutral conformable stochastic functional differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some analytic approximations for neutral stochastic functional differential equations
• Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
• Existence-uniqueness and continuation theorems for stochastic functional differential equations
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations
• Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
• Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay
• Almost sure exponential stability of neutral stochastic differential difference equations
• Razumikhin-type theorems on exponential stability of stochastic functional differential equations
• A note on the LaSalle-type theorems for stochastic differential delay equations
• Introduction to the numerical analysis of stochastic delay differential equations
• Discrete-time approximations of stochastic delay equations: the Milstein scheme.
• New criteria on exponential stability of neutral stochastic differential delay equations
• A note on Euler approximations for stochastic differential equations with delay
• Numerical approximation of nonlinear neutral stochastic functional differential equations
• The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations
• On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations
• Numerical Solutions of Neutral Stochastic Functional Differential Equations
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• Neutral Stochastic Differential Delay Equations with Markovian Switching
• Lévy Processes and Stochastic Calculus
• Asymptotic properties of neutral stochastic differential delay equations
• Razumikhin-Type Theorems on Stability of Neutral Stochastic Functional Differential Equations
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations