Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition View Full Text


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Article Info

DATE

2017-02-21

AUTHORS

Wei Mao, Liangjian Hu, Xuerong Mao

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\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$C_{g}$\end{document} under the local Carathéodory type conditions. Meanwhile, we also give the exponential estimates and almost surely asymptotic estimates of solutions to NSFDEwLJs. More... »

PAGES

57

Identifiers

URI

http://scigraph.springernature.com/pub.10.1186/s13662-017-1102-9

DOI

http://dx.doi.org/10.1186/s13662-017-1102-9

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https://app.dimensions.ai/details/publication/pub.1083863740


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