THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
From MaRDI portal
Publication:3622772
DOI10.1142/S0219493709002592zbMath1167.60336MaRDI QIDQ3622772
Takeshi Taniguchi, Luo, Jiaowan
Publication date: 28 April 2009
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)
Related Items (33)
Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition ⋮ The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise ⋮ The existence and exponential stability for neutral stochastic partial differential equations with infinite delay and Poisson jump ⋮ Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps ⋮ Random integrodifferential equations of Volterra type with delay: attractiveness and stability ⋮ Exponential stability of jump-diffusion systems with neutral term and impulses ⋮ Well posedness of second-order impulsive fractional neutral stochastic differential equations ⋮ Existence and Exponential Stability for Neutral Stochastic Integrodifferential Equation Driven by Fractional Brownian Motion and Poisson Jumps ⋮ Fractional neutral stochastic integrodifferential equations with Caputo fractional derivative: Rosenblatt process, Poisson jumps and Optimal control ⋮ Mild solutions of local non-Lipschitz stochastic evolution equations with jumps ⋮ Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps ⋮ Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay ⋮ Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion ⋮ The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes ⋮ Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump ⋮ Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps ⋮ Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition ⋮ Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching ⋮ The asymptotic behavior for second-order neutral stochastic partial differential equations with infinite delay ⋮ Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps ⋮ Infinite-delayed stochastic impulsive differential systems with Poisson jumps ⋮ Recent advances in statistical data and signal analysis: application to real world diagnostics from medical and biological signals ⋮ The neutral stochastic integrodifferential equations with jumps ⋮ A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps ⋮ The solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps via resolvent operators ⋮ Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion ⋮ Transverse Vibrations of Nonhomogeneous Rectangular Kirchhoff Plates of Variable Thickness ⋮ Fractional neutral stochastic differential equations with Caputo fractional derivative: Fractional Brownian motion, Poisson jumps, and optimal control ⋮ Existence and Stability Results for Impulsive Stochastic Functional Integrodifferential Equation with Poisson Jumps ⋮ Existence of solutions for abstract neutral integro-differential equations with unbounded delay ⋮ Existence, uniqueness, and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps ⋮ Exponential stability for second-order neutral stochastic differential equations with impulses ⋮ Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
Cites Work
- Semigroups of linear operators and applications to partial differential equations
- Successive approximations to solutions of stochastic differential equations
- Existence results for partial neutral functional differential equations with unbounded delay
- Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
- SPDEs in infinite dimension with Poisson noise
- Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
- Lévy Processes and Stochastic Calculus
- Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces
- SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
This page was built for publication: THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
