Existence, uniqueness and stability analysis for neutral stochastic functional differential equations with jumps and infinite delay

DOI10.1007/s10959-024-01396-4MaRDI QIDQ6660197

Zuo-Zheng Zhang, Fu-bao Xi

Publication date: 10 January 2025

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

boundednessinfinite delayalmost sure exponential stabilityjumpexponential stability in \(p\)th moment

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Jump processes on general state spaces (60J76)

Cites Work

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• Lévy Processes and Stochastic Calculus
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• Khasminskii-Type Theorems for Stochastic Differential Delay Equations

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