Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps

DOI10.1155/2012/371239zbMath1259.60061OpenAlexW2117373185WikidataQ58696440 ScholiaQ58696440MaRDI QIDQ448676

Jian-Guo Tan, Yong-Feng Guo, Hong-li Wang

Publication date: 7 September 2012

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/371239

zbMATH Keywords

existence and uniquenesscontractive mappinglocal Lipschitz conditionlinear growth condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40)

Related Items (6)

Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps ⋮ Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps ⋮ Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition ⋮ Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps ⋮ Unnamed Item ⋮ Approximate Controllability of Stochastic Fractional Neutral Impulsive Integrodifferential Systems with State Dependent Delay and Poisson Jumps

Cites Work

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• Exponential stability in mean square of neutral stochastic differential functional equations
• Razumikhin-type theorems for neutral stochastic functional differential equations
• Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• The semi-implicit Euler method for stochastic differential delay equation with jumps
• Convergence of numerical solutions to stochastic delay differential equations with jumps
• Fixed points and stability of neutral stochastic delay differential equations
• Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching
• The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points
• New criteria on exponential stability of neutral stochastic differential delay equations
• Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
• THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• Neutral Stochastic Differential Delay Equations with Markovian Switching
• Mean-square stability of the Euler–Maruyama method for stochastic differential delay equations with jumps

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