Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the \(C_g\) space

DOI10.1016/J.AMC.2014.03.079zbMath1334.34176OpenAlexW1973224554MaRDI QIDQ275055

Chaohui Yue

Publication date: 25 April 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.03.079

zbMATH Keywords

infinite delay\(C_g\) spaceneutral stochastic functional differential equationnon-Lipschitz conditionPoisson jump

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40)

Related Items (5)

\( \mathcal{H}_\infty\) control for Poisson-driven stochastic systems ⋮ On neutral impulsive stochastic differential equations with Poisson jumps ⋮ Unnamed Item ⋮ \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes ⋮ Exponential stability of impulsive neutral stochastic integrodifferential equations driven by a poisson jumps and time-varying delays

Cites Work

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• Almost sure exponential stability of neutral stochastic differential difference equations
• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
• Periodic solutions to functional differential equations
• Asymptotic properties of neutral stochastic differential delay equations

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