Stochastic invariance for neutral functional differential equation with non-Lipschitz coefficients

DOI10.3934/DCDSB.2018321MaRDI QIDQ2314784zbMATH OpenOpenAlexWikidataFDO

Authors Chunhong Li, Jiaowan Luo

Publication date 30 July 2019

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.2018321

zbMATH Keywords

linear growth conditionlocal martingaleneutral stochastic functional differential equationspectral decompositionstochastic invariance

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(6)

• Invariance of closed convex sets for stochastic functional differential equations
• Stochastic invariance of closed sets with non-Lipschitz coefficients
• Invariant measure for neutral stochastic functional differential equations with non-Lipschitz coefficients
• Stochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients
• Stochastic invariance of closed sets for jump-diffusions with non-Lipschitz coefficients
• Exponential input-to-state stability for neutral stochastic delay differential equations with Lévy noise and Markovian switching

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