Successive approximation of neutral functional stochastic differential equations with jumps
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Cited in
(33)- Successive approximation of neutral functional stochastic differential equations in Hilbert spaces
- Existence of a class of doubly perturbed stochastic functional differential equations with Poisson jumps
- Tamed EM scheme of neutral stochastic differential delay equations
- Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes
- Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions
- Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
- The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise
- \(p\)th moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses
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- Successive approximation of neutral functional stochastic differential equations with variable delays
- Existence and stability results for stochastic fractional neutral differential equations with Gaussian noise and Lévy noise
- Complete controllability of stochastic evolution equations with jumps
- SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
- Existence and stability results for impulsive stochastic functional integrodifferential equation with Poisson jumps
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- Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps
- On stability of stochastic differential equations with random impulses driven by Poisson jumps
- Successive approximation of neutral functional impulsive stochastic differential equations with Poisson jumps
- Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
- Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Order preservation for multidimensional stochastic functional differential equations with jumps
- Numerical analysis for stochastic partial differential delay equations with jumps
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- Existence, Uniqueness and Stability of Impulsive Stochastic Partial Neutral Functional Differential Equations with Infinite Delays Driven by a Fractional Brownian Motion
- On neutral impulsive stochastic differential equations with Poisson jumps
- Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps
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