Stochastic invariance for neutral functional differential equation with non-Lipschitz coefficients

DOI10.3934/dcdsb.2018321zbMath1415.60084OpenAlexW2907421066WikidataQ128420542 ScholiaQ128420542MaRDI QIDQ2314784

Chun-Hong Li, Luo, Jiaowan

Publication date: 30 July 2019

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2018321

zbMATH Keywords

spectral decompositionstochastic invariancelocal martingaleneutral stochastic functional differential equationlinear growth condition

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical solutions to stochastic differential and integral equations (65C30)

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