Existence-uniqueness of the solution for neutral stochastic functional differential equations

DOI10.1216/RMJ-2013-43-2-619zbMath1280.34080OpenAlexW2001784992MaRDI QIDQ350791

Lingying Teng, Li Xiang, Dao Yi Xu

Publication date: 3 July 2013

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmjm/1372776710

zbMATH Keywords

continuation theoremneutral stochastic functional differential equationslower Lipschitz condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Second-order parabolic systems (35K40)

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