Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition
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Publication:1628558
DOI10.1186/s13662-017-1102-9zbMath1422.34238OpenAlexW2590341693WikidataQ59526642 ScholiaQ59526642MaRDI QIDQ1628558
Xuerong Mao, Liangjian Hu, Wei Mao
Publication date: 4 December 2018
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-017-1102-9
exponential estimatesLévy jumpsneutral stochastic functional differential equationslocal Lipschitz conditionphase space \(C_{g}\)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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