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

DOI10.1016/J.CAMWA.2009.08.035zbMATH Open1189.60122OpenAlexW2056969769MaRDI QIDQ980334FDOQ980334

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

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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)

Cites Work

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• On existence and uniqueness of solution of stochastic differential equations with heredity
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• Razumikhin-type theorems of infinite dimensional stochastic functional differential equations
• Global existence and stability of solutions for reaction diffusion functional differential equations

Cited In (45)

• Title not available (Why is that?)
• Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion
• Existence and Stability Results for Impulsive Stochastic Functional Integrodifferential Equation with Poisson Jumps
• Existence and uniqueness of mild solutions to some neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients
• Existence of optimal mild solutions for multi-valued impulsive stochastic partial functional integrodifferential equations
• Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity
• Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
• On the initial value problem of stochastic evolution equations in Hilbert spaces
• 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
• Global attracting sets and exponential stability of stochastic partial functional differential equations
• Existence of solutions for semilinear neutral stochastic functional differential equations with nonlocal conditions
• Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
• Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm
• Retarded Neutral Stochastic Equations Driven by Multiplicative Fractional Brownian Motion
• Quasi Contraction of Stochastic Functional Differential Equations
• Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays
• On the asymptotic stability of a class of jump-diffusions of neutral type with impulses
• Title not available (Why is that?)
• Mild solutions of neutral semilinear stochastic functional dynamic systems with local non-Lipschitz coefficients
• Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process
• On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay
• Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay
• Mild solution of neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients
• Global attracting set, exponential stability and stability in distribution of SPDEs with jumps
• A note on the existence of stochastic integro-differential equations with memory
• 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 of solutions for impulsive partial stochastic neutral integrodifferential equations with state-dependent delay
• An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
• Existence and stability for stochastic partial differential equations with infinite delay
• Stochastic invariance for neutral functional differential equation with non-Lipschitz coefficients
• On the initial value problem of fractional stochastic evolution equations in Hilbert spaces
• A posteriorianalysis of finite element discretizations of stochastic partial differential delay equations
• Title not available (Why is that?)
• Nonlocal problem for fractional stochastic evolution equations with solution operators
• Mild solutions of neutral stochastic partial functional differential equations
• Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition
• Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
• Title not available (Why is that?)
• Well-posedness of mild solutions to stochastic parabolic partial functional differential equations
• Recent advances in statistical data and signal analysis: application to real world diagnostics from medical and biological signals
• A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients
• Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
• The neutral stochastic integrodifferential equations with jumps

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