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

DOI10.1155/2012/371239zbMath1259.60061WikidataQ58696440 ScholiaQ58696440MaRDI QIDQ448676

Jian-Guo Tan, Yong-Feng Guo, Hong-li Wang

Publication date: 7 September 2012

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

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

zbMATH Keywords

existence and uniqueness; contractive mapping; local Lipschitz condition; linear growth condition

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34K50: Stochastic functional-differential equations

34K40: Neutral functional-differential equations

Related Items

Unnamed Item, 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, Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps, Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps, Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps

Cites Work

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