Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps

DOI10.1155/2012/371239MaRDI QIDQ448676zbMATH OpenOpenAlexWikidataFDO

Authors Jianguo Tan, Hongli Wang, Yongfeng Guo

Publication date 7 September 2012

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2012/371239

zbMATH Keywords

existence and uniquenesscontractive mappinglocal Lipschitz conditionlinear growth condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50)

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Cites work

• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
• Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
• Convergence of numerical solutions to stochastic delay differential equations with jumps
• Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching
• Exponential stability in mean square of neutral stochastic differential functional equations
• Fixed points and stability of neutral stochastic delay differential equations
• Mean-square stability of the Euler-Maruyama method for stochastic differential delay equations with jumps
• Neutral Stochastic Differential Delay Equations with Markovian Switching
• New criteria on exponential stability of neutral stochastic differential delay equations
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• Razumikhin-type theorems for neutral stochastic functional differential equations
• THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
• The semi-implicit Euler method for stochastic differential delay equation with jumps
• The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points

Cited in

(14)

• scientific article; zbMATH DE number 6310925 (Why is no real title available?)
• Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps
• scientific article; zbMATH DE number 2169763 (Why is no real title available?)
• Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition
• Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
• Exponential mean-square stability of the \(\theta\)-method for neutral stochastic delay differential equations with jumps
• scientific article; zbMATH DE number 7563611 (Why is no real title available?)
• Approximate controllability of stochastic fractional neutral impulsive integrodifferential systems with state dependent delay and Poisson jumps
• Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition
• scientific article; zbMATH DE number 4201294 (Why is no real title available?)
• Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps
• Existence, uniqueness and stability analysis for neutral stochastic functional differential equations with jumps and infinite delay
• SFDES with jumps under Carathèodory conditions
• scientific article; zbMATH DE number 1995772 (Why is no real title available?)

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