G-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
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Publication:2301355
DOI10.3934/DCDSB.2019241zbMATH Open1450.34060OpenAlexW2990661833MaRDI QIDQ2301355FDOQ2301355
Authors: Mahmoud Abouagwa, Ji Li 
Publication date: 24 February 2020
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2019241
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\(G\)-Brownian motionstochastic differential equationsexistence and uniqueness theorem\(L^p\)-convergenceCarathéodory approximation
Brownian motion (60J65) Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50) Averaging for functional-differential equations (34K33)
Cites Work
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- Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
Cited In (11)
- Second-order neutral impulsive stochastic evolution equations with infinite delay: existence, uniqueness and averaging principle
- Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion
- Impulsive stochastic fractional differential equations driven by fractional Brownian motion
- An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
- Improved results on stabilization of \(G\)-SDEs by feedback control based on discrete-time observations
- Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
- Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients
- Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
- Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process
- Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise
- Differentiability of neutral stochastic differential equations driven by \(G\)-Brownian motion with respect to the initial data
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