A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients
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Publication:552349
DOI10.1016/j.camwa.2011.01.027zbMath1217.60054OpenAlexW2059666402MaRDI QIDQ552349
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
mild solutionnon-Lipschitz conditionCarathéodory conditionneutral stochastic partial functional differential equations
Partial functional-differential equations (35R10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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Cites Work
- Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients
- Semigroups of linear operators and applications to partial differential equations
- Successive approximations to solutions of stochastic differential equations
- Successive approximations of solutions to stochastic functional differential equations
- Almost sure exponential stability for stochastic neutral partial functional differential equations
- Stability of Infinite Dimensional Stochastic Differential Equations with Applications
- SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
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