Successive approximation of neutral functional stochastic differential equations with jumps

DOI10.1016/j.spl.2009.11.006zbMath1196.60114MaRDI QIDQ2267609

Brahim Boufoussi, Salah Hajji

Publication date: 1 March 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.006

zbMATH Keywords

stochastic delay equation; stochastic equation with jumps

Mathematics Subject Classification ID

60J65: Brownian motion

34G20: Nonlinear differential equations in abstract spaces

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

Related Items

Stability analysis for neutral stochastic differential equation of second order driven by Poisson jumps, Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions, Numerical analysis for stochastic partial differential delay equations with jumps, Transportation cost inequalities for neutral functional stochastic equations, Complete controllability of stochastic evolution equations with jumps, Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps, Exponential stability of second-order stochastic evolution equations with Poisson jumps, Tamed EM scheme of neutral stochastic differential delay equations, Numerical analysis for neutral SPDEs driven by α-stable processes, Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching

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