Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
Mao, Wei and Zhu, Quanxin and Mao, Xuerong (2014) Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps. Applied Mathematics and Computation. ISSN 0096-3003 (In Press)
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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
ORCID iDs
Mao, Wei, Zhu, Quanxin and Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864;-
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Item type: Article ID code: 50899 Dates: DateEvent29 December 2014Published29 December 2014AcceptedKeywords: neutral stochastic functional differential equations, pure jumps, existence and uniqueness, exponential estimations, almost surely asymptotic estimations, Electronic computers. Computer science, Computational Mathematics, Applied Mathematics Subjects: Science > Mathematics > Electronic computers. Computer science Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 05 Jan 2015 16:31 Last modified: 01 Nov 2023 10:21 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/50899
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