Successive approximation of neutral functional stochastic differential equations with variable delays
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Publication:668158
DOI10.1016/J.AMC.2015.06.106zbMath1410.60062OpenAlexW872853438MaRDI QIDQ668158
Publication date: 18 March 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2015.06.106
Brownian motion (60J65) Functional-differential equations in abstract spaces (34K30) Stochastic functional-differential equations (34K50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Theoretical approximation of solutions to functional-differential equations (34K07)
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Unnamed Item ⋮ Existence and Stability Results for Impulsive Stochastic Functional Integrodifferential Equation with Poisson Jumps
Cites Work
- Semigroups of linear operators and applications to partial differential equations
- Stability of functional differential equations
- On the exponential stability in mean square of neutral stochastic functional differential equations
- Successive approximation of neutral functional stochastic differential equations with jumps
- The exponential stability of neutral stochastic delay partial differential equations
- Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions
- A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
- Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
- Neutral Stochastic Differential Delay Equations with Markovian Switching
- Almost sure exponential stability for stochastic neutral partial functional differential equations
- Stochastic Equations in Infinite Dimensions
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