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

Wei Mao, Liangjian Hu, Xuerong Mao

Research output: Contribution to journalArticle

5 Citations (Scopus)

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.
LanguageEnglish
Pages1-24
Number of pages24
JournalAdvances in Difference Equations
Volume57
DOIs
Publication statusPublished - 21 Feb 2017

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Stochastic Functional Differential Equations
Neutral Functional Differential Equation
Infinite Delay
Lipschitz condition
Jump
Differential equations
Asymptotic Estimates
Existence and Uniqueness of Solutions
Phase Space
Estimate

Keywords

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

Cite this

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Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition. / Mao, Wei; Hu, Liangjian; Mao, Xuerong.

In: Advances in Difference Equations, Vol. 57, 21.02.2017, p. 1-24.

Research output: Contribution to journalArticle

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