Successive approximation of neutral functional stochastic differential equations in Hilbert spaces
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From the authors' abstract: By using successive approximation, we prove existence and uniqueness result for a class of neutral functional stochastic differential equations in Hilbert spaces with non-Lipschitzian coefficients.
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Cites work
- A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
- Almost sure exponential stability for stochastic neutral partial functional differential equations
- Existence and Uniqueness Results for Neutral SDEs in Hilbert Spaces
- Exponential stability in mean square of neutral stochastic differential functional equations
- scientific article; zbMATH DE number 3951370 (Why is no real title available?)
- Linear autonomous neutral differential equations in a Banach space
- Neutral Stochastic Differential Delay Equations with Markovian Switching
- On the exponential stability in mean square of neutral stochastic functional differential equations
- Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
- Semigroups of linear operators and applications to partial differential equations
- Stability of functional differential equations
- Stochastic Equations in Infinite Dimensions
- The exponential stability of neutral stochastic delay partial differential equations
- Theory and applications of partial functional differential equations
- Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions
Cited in
(4)- Transportation cost inequalities for neutral functional stochastic equations
- Existence of a class of doubly perturbed stochastic functional differential equations with Poisson jumps
- Successive approximation of neutral functional stochastic differential equations with variable delays
- Existence and stability of a class of impulsive neutral stochastic functional differential equations with Poisson jump
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