Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps

Wei  Mao; Quanxin Zhu; Xuerong Mao

doi:10.1016/j.amc.2014.12.126

Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps

Wei Mao, Quanxin Zhu, Xuerong Mao

Mathematics And Statistics

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Abstract

In this paper, we are concerned with neutral stochastic functional differential equations driven by pure jumps (NSFDEwPJs). We prove the existence and uniqueness of the solution to NSFDEwPJs whose coefficients satisfying the Local Lipschitz condition. In addition, we establish the p-th exponential estimations and almost surely asymptotic estimations of the solution for NSFDEwJs

Original language	English
Pages (from-to)	252-265
Number of pages	28
Journal	Applied Mathematics and Computation
Volume	254
Early online date	22 Jan 2015
DOIs	https://doi.org/10.1016/j.amc.2014.12.126
Publication status	Published - 1 Mar 2015

Keywords

neutral stochastic functional differential equations
pure jumps
existence and uniqueness
exponential estimations
almost surely asymptotic estimations

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10.1016/j.amc.2014.12.126

Mao-etal-AMAC-2015-Existence-uniqueness-and-almost-surely-asymptotic-estimationsAccepted author manuscript, 139 KBLicence: CC BY-NC-ND 4.0

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author = "Wei Mao and Quanxin Zhu and Xuerong Mao",

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AU - Mao, Wei

AU - Zhu, Quanxin

AU - Mao, Xuerong

PY - 2015/3/1

Y1 - 2015/3/1

N2 - In this paper, we are concerned with neutral stochastic functional differential equations driven by pure jumps (NSFDEwPJs). We prove the existence and uniqueness of the solution to NSFDEwPJs whose coefficients satisfying the Local Lipschitz condition. In addition, we establish the p-th exponential estimations and almost surely asymptotic estimations of the solution for NSFDEwJs

AB - In this paper, we are concerned with neutral stochastic functional differential equations driven by pure jumps (NSFDEwPJs). We prove the existence and uniqueness of the solution to NSFDEwPJs whose coefficients satisfying the Local Lipschitz condition. In addition, we establish the p-th exponential estimations and almost surely asymptotic estimations of the solution for NSFDEwJs

KW - neutral stochastic functional differential equations

KW - pure jumps

KW - existence and uniqueness

KW - exponential estimations

KW - almost surely asymptotic estimations

UR - http://www.sciencedirect.com/science/journal/aip/00963003

U2 - 10.1016/j.amc.2014.12.126

DO - 10.1016/j.amc.2014.12.126

M3 - Article

SN - 0096-3003

VL - 254

SP - 252

EP - 265

JO - Applied Mathematics and Computation

JF - Applied Mathematics and Computation

ER -

Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps

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Keywords

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