Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition

Wei Mao; Liangjian Hu; Xuerong Mao

doi:10.1186/s13662-017-1102-9

Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition

Wei Mao, Liangjian Hu, Xuerong Mao

Mathematics And Statistics

Research output: Contribution to journal › Article › peer-review

18 Citations (Scopus)

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Abstract

In this paper, a general neutral stochastic functional differential equations with infinite delay and Lévy jumps (NSFDEwLJs) is studied. We investigate the existence and uniqueness of solutions to NSFDEwLJs at the phase space Cg under the local Carathéodory type conditions. Meanwhile, we also give the exponential estimates and almost surely asymptotic estimates of solutions to NSFDEwLJs.

Original language	English
Pages (from-to)	1-24
Number of pages	24
Journal	Advances in Difference Equations
Volume	57
DOIs	https://doi.org/10.1186/s13662-017-1102-9
Publication status	Published - 21 Feb 2017

Keywords

neutral stochastic functional differential equations
Lévy jumps
phase space Cg
ocal Lipschitz condition
exponential estimates
almost surely asymptotic estimates

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10.1186/s13662-017-1102-9Licence: CC BY 4.0

Mao-Hu-Mao-ADE-2017-Neutral-stochastic-functional-differential-equationsFinal published version, 1.38 MBLicence: CC BY 4.0

Workshop on SDDEs
Mao, X.
Edinburgh Mathematical Society
10/06/13 → 11/06/13
Project: Research

Cite this

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title = "Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition",

abstract = "In this paper, a general neutral stochastic functional differential equations with infinite delay and L{\'e}vy jumps (NSFDEwLJs) is studied. We investigate the existence and uniqueness of solutions to NSFDEwLJs at the phase space Cg under the local Carath{\'e}odory type conditions. Meanwhile, we also give the exponential estimates and almost surely asymptotic estimates of solutions to NSFDEwLJs.",

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AU - Hu, Liangjian

AU - Mao, Xuerong

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N2 - In this paper, a general neutral stochastic functional differential equations with infinite delay and Lévy jumps (NSFDEwLJs) is studied. We investigate the existence and uniqueness of solutions to NSFDEwLJs at the phase space Cg under the local Carathéodory type conditions. Meanwhile, we also give the exponential estimates and almost surely asymptotic estimates of solutions to NSFDEwLJs.

AB - In this paper, a general neutral stochastic functional differential equations with infinite delay and Lévy jumps (NSFDEwLJs) is studied. We investigate the existence and uniqueness of solutions to NSFDEwLJs at the phase space Cg under the local Carathéodory type conditions. Meanwhile, we also give the exponential estimates and almost surely asymptotic estimates of solutions to NSFDEwLJs.

KW - neutral stochastic functional differential equations

KW - Lévy jumps

KW - phase space Cg

KW - ocal Lipschitz condition

KW - exponential estimates

KW - almost surely asymptotic estimates

U2 - 10.1186/s13662-017-1102-9

DO - 10.1186/s13662-017-1102-9

M3 - Article

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VL - 57

SP - 1

EP - 24

JO - Advances in Difference Equations

JF - Advances in Difference Equations

ER -

Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition

Abstract

Keywords

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Projects

Workshop on SDDEs

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