THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
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Publication:3622772
DOI10.1142/S0219493709002592zbMath1167.60336MaRDI QIDQ3622772
Luo, Jiaowan, Takeshi Taniguchi
Publication date: 28 April 2009
Published in: Stochastics and Dynamics (Search for Journal in Brave)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H20: Stochastic integral equations
Related Items
Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps, Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps, Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay, The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes, The asymptotic behavior for second-order neutral stochastic partial differential equations with infinite delay, Existence of solutions for abstract neutral integro-differential equations with unbounded delay
Cites Work
- Semigroups of linear operators and applications to partial differential equations
- Successive approximations to solutions of stochastic differential equations
- Existence results for partial neutral functional differential equations with unbounded delay
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- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
- Lévy Processes and Stochastic Calculus
- Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces
- SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
