Successive approximation of neutral functional stochastic differential equations with jumps

DOI10.1016/j.spl.2009.11.006zbMath1196.60114OpenAlexW1995291708MaRDI QIDQ2267609

Salah Hajji, Brahim Boufoussi

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 equationstochastic equation with jumps

Mathematics Subject Classification ID

Related Items (26)

Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions ⋮ Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition ⋮ The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise ⋮ Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps ⋮ Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps ⋮ Numerical analysis for stochastic partial differential delay equations with jumps ⋮ Numerical analysis for neutral SPDEs driven by α-stable processes ⋮ p^th Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses ⋮ On stability of stochastic differential equations with random impulses driven by Poisson jumps ⋮ Transportation cost inequalities for neutral functional stochastic equations ⋮ Existence and Stability Results of Impulsive Stochastic Partial Neutral Functional Differential Equations with Infinite Delays and Poisson Jumps ⋮ Existence, Uniqueness and Stability of Impulsive Stochastic Partial Neutral Functional Differential Equations with Infinite Delays Driven by a Fractional Brownian Motion ⋮ Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations ⋮ Stability analysis for neutral stochastic differential equation of second order driven by Poisson 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 ⋮ Complete controllability of stochastic evolution equations with jumps ⋮ Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump ⋮ On neutral impulsive stochastic differential equations with Poisson jumps ⋮ Unnamed Item ⋮ Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching ⋮ Unnamed Item ⋮ Successive approximation of neutral functional stochastic differential equations with variable delays ⋮ Tamed EM scheme of neutral stochastic differential delay equations ⋮ Unnamed Item ⋮ Existence and Stability Results for Impulsive Stochastic Functional Integrodifferential Equation with Poisson Jumps

Cites Work

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