Successive approximation of neutral functional impulsive stochastic differential equations with Poisson jumps
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Cites work
- A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
- A note on exponential stability for impulsive neutral stochastic partial functional differential equations
- Asymptotic stability of impulsive stochastic partial differential equations with infinite delays
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
- Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays
- Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching
- scientific article; zbMATH DE number 3951370 (Why is no real title available?)
- scientific article; zbMATH DE number 43057 (Why is no real title available?)
- scientific article; zbMATH DE number 1252483 (Why is no real title available?)
- Introduction to functional differential equations
- Mild solutions of local non-Lipschitz stochastic evolution equations with jumps
- Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
- Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the C_g space
- Semigroups of linear operators and applications to partial differential equations
- Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
- Stochastic Equations in Infinite Dimensions
- Successive approximation of neutral functional stochastic differential equations with jumps
- Successive approximation of neutral functional stochastic differential equations with variable delays
- Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
- Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions
- Successive approximations to solutions of stochastic differential equations
- The exponential stability of neutral stochastic delay partial differential equations
Cited in
(9)- Approximating solutions of neutral stochastic evolution equations with jumps
- Taylor approximation of stochastic functional differential equations with the Poisson jump
- Successive approximation of neutral stochastic partial integrodifferential equations with infinite delay and Poisson jumps
- Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps
- Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
- 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
- Successive approximation of neutral functional stochastic differential equations in Hilbert spaces
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