Khasminskii-type theorems for neutral stochastic functional differential equations

MaRDI QIDQ5320532zbMATH OpenFDO

Authors Fuke Wu

Publication date 22 July 2009

zbMATH Keywords

global solutionslocal Lipschitz conditionnonlinear 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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Cited in

(3)

• Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions
• Khasminskii-type theorems for stochastic functional differential equations with infinite delay
• Khasminskii-type theorem for a class of stochastic functional differential equations

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