Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching

DOI10.1080/07362994.2016.1257945zbMath1362.60062OpenAlexW2564895542MaRDI QIDQ2986692

Yong Xu, Bin Pei

Publication date: 16 May 2017

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2016.1257945

zbMATH Keywords

jumpsmild solutionsBanach fixed point theoremMarkovian switchinglocal non-Lipschitz conditionneutral stochastic functional evolution equationsstopping time technique

Mathematics Subject Classification ID

Related Items (9)

An averaging principle for stochastic evolution equations with jumps and random time delays ⋮ Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps ⋮ Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise ⋮ Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes ⋮ Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions ⋮ Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes ⋮ Uncertainty and disturbance estimator based robust synchronization for a class of uncertain fractional chaotic system via fractional order sliding mode control ⋮ Convergence of martingale solutions to the hybrid slow-fast system ⋮ Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise

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