A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients

DOI10.1016/J.CAMWA.2011.01.027zbMATH Open1217.60054OpenAlexW2059666402MaRDI QIDQ552349FDOQ552349

Authors: Feng Jiang, Yi Shen 

Publication date: 21 July 2011

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.01.027

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zbMATH Keywords

non-Lipschitz conditionmild solutionneutral stochastic partial functional differential equationsCarathéodory condition

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Partial functional-differential equations (35R10) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Stability of Infinite Dimensional Stochastic Differential Equations with Applications
• Successive approximations to solutions of stochastic differential equations
• Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients
• SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
• Successive approximations of solutions to stochastic functional differential equations
• Almost sure exponential stability for stochastic neutral partial functional differential equations

Cited In (28)

• Retarded neutral stochastic equations driven by multiplicative fractional Brownian motion
• Existence and uniqueness of mild solutions to some neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients
• Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations
• Stability analysis for second-order stochastic neutral partial functional systems subject to infinite delays and impulses
• Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
• Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion
• Trajectory control and \(p\)th moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process
• Existence and uniqueness results for a class of fractional stochastic neutral differential equations
• Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps
• Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
• Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise
• Existence, uniqueness and asymptotic behavior of mild solutions to stochastic functional differential equations with non-Lipschitz coefficients
• Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays
• Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay
• Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients
• Successive approximation to solutions of doubly perturbed neutral stochastic differential equations under Caratheodory conditions
• Mild solutions of neutral semilinear stochastic functional dynamic systems with local non-Lipschitz coefficients
• Mild solution of neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients
• Exponential stability of jump-diffusion systems with neutral term and impulses
• Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
• Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
• Existence and stability for stochastic partial differential equations with infinite delay
• Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions
• Title not available (Why is that?)
• Mild solutions of neutral stochastic partial functional differential equations
• Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
• Title not available (Why is that?)
• Invariant measure for neutral stochastic functional differential equations with non-Lipschitz coefficients

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