Existence and uniqueness of nonlinear hybrid stochastic differential delay equations under the generalized Khasminskii-type conditions

MaRDI QIDQ3462964zbMATH OpenFDO

Authors Yanke Ren, Liangjian Hu

Publication date 15 January 2016

zbMATH Keywords

existence and uniquenessMarkovian chaingeneralized Khasminskii-type conditionslocal maximum solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

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Cited in

(5)

• Existence and uniqueness of a stochastic hybrid partial differential delay equation
• Existence and uniqueness theorems for stochastic differential-difference hybrid systems
• The existence and uniqueness of solutions to a class of nonlinear hybrid neutral stochastic delay differential equations
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations
• Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions

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