Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients

DOI10.1016/J.CAMWA.2009.08.035MaRDI QIDQ980334zbMATH OpenOpenAlexFDO

Authors Jianhai Bao, Zhenting Hou

Publication date 28 June 2010

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

Full work available at URL https://doi.org/10.1016/j.camwa.2009.08.035

zbMATH Keywords

existenceuniquenessmild solutionstochastic neutral partial functional differential equation

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)

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Cites work

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• Stochastic Equations in Infinite Dimensions
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Cited in

(47)

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• Existence and uniqueness of mild solutions to some neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients
• Stochastic invariance for neutral functional differential equation with non-Lipschitz coefficients
• Existence of optimal mild solutions for multi-valued impulsive stochastic partial functional integrodifferential equations
• Existence and stability results for impulsive stochastic functional integrodifferential equation with Poisson jumps
• Existence of solutions for semilinear neutral stochastic functional differential equations with nonlocal conditions
• Global attracting set, exponential stability and stability in distribution of SPDEs with jumps
• On the initial value problem of stochastic evolution equations in Hilbert spaces
• Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
• Mild solutions of neutral semilinear stochastic functional dynamic systems with local non-Lipschitz coefficients
• Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition
• Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion
• scientific article; zbMATH DE number 5951376 (Why is no real title available?)
• Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
• Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
• Existence of solutions for impulsive partial stochastic neutral integrodifferential equations with state-dependent delay
• Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity
• On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay
• scientific article; zbMATH DE number 6283789 (Why is no real title available?)
• scientific article; zbMATH DE number 6707712 (Why is no real title available?)
• Retarded neutral stochastic equations driven by multiplicative fractional Brownian motion
• Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
• scientific article; zbMATH DE number 2245610 (Why is no real title available?)
• Neutral functional partial differential equations driven by fractional Brownian motion with non-Lipschitz coefficients
• Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays
• A posteriori analysis of finite element discretizations of stochastic partial differential delay equations
• Well-posedness of mild solutions to stochastic parabolic partial functional differential equations
• Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion
• An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
• Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
• Existence and stability for stochastic partial differential equations with infinite delay
• Global attracting sets and exponential stability of stochastic partial functional differential equations
• A note on the existence of stochastic integro-differential equations with memory
• Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process
• Recent advances in statistical data and signal analysis: application to real world diagnostics from medical and biological signals
• Existence, uniqueness and asymptotic behavior of mild solutions to stochastic functional differential equations with non-Lipschitz coefficients
• The neutral stochastic integrodifferential equations with jumps
• Nonlocal problem for fractional stochastic evolution equations with solution operators
• A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients
• Quasi Contraction of Stochastic Functional Differential Equations
• On the initial value problem of fractional stochastic evolution equations in Hilbert spaces
• Exponential stability of jump-diffusion systems with neutral term and impulses
• Mild solutions of neutral stochastic partial functional differential equations
• Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm
• Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
• On the asymptotic stability of a class of jump-diffusions of neutral type with impulses
• Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay

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