Mild solutions of neutral semilinear stochastic functional dynamic systems with local non-Lipschitz coefficients

DOI10.1155/2013/823535zbMath1291.60132WikidataQ58918886 ScholiaQ58918886MaRDI QIDQ2248467

Feng Jiang

Publication date: 26 June 2014

Published in: Advances in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/823535

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

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

35R60: PDEs with randomness, stochastic partial differential equations

37L55: Infinite-dimensional random dynamical systems; stochastic equations

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Cites Work

• A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients
• Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients
• Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay
• Semigroups of linear operators and applications to partial differential equations
• Successive approximations to solutions of stochastic differential equations
• Successive approximations of solutions to stochastic functional differential equations
• Existence of positive solutions of systems of Volterra nonlinear difference equations
• Stability of Impulsive Stochastic Neutral Partial Differential Equations With Infinite Delays
• Almost sure exponential stability for stochastic neutral partial functional differential equations
• Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces