Successive approximation of neutral functional stochastic differential equations with variable delays
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Stochastic functional-differential equations (34K50) Theoretical approximation of solutions to functional-differential equations (34K07) Functional-differential equations in abstract spaces (34K30)
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- scientific article; zbMATH DE number 3913389
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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
- 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
- Successive approximation of neutral functional stochastic differential equations with jumps
- The exponential stability of neutral stochastic delay partial differential equations
- Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions
Cited in
(8)- Successive approximation of neutral functional stochastic differential equations in Hilbert spaces
- scientific article; zbMATH DE number 3913389 (Why is no real title available?)
- Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- Existence and stability results for impulsive stochastic functional integrodifferential equation with Poisson jumps
- Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion
- Successive approximation of neutral functional impulsive stochastic differential equations with Poisson jumps
- Weak convergence of functional stochastic differential equations with variable delays
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