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

Tools

Mao, Wei and Zhu, Quanxin and Mao, Xuerong (2015) Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps. Applied Mathematics and Computation, 254. pp. 252-265. ISSN 0096-3003 (https://doi.org/10.1016/j.amc.2014.12.126)

[thumbnail of Mao-etal-AMAC-2015-Existence-uniqueness-and-almost-surely-asymptotic-estimations]
Preview
 PDF. Filename: Mao_etal_AMAC_2015_Existence_uniqueness_and_almost_surely_asymptotic_estimations.pdf
Accepted Author Manuscript
License: Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 logo
Download (142kB)| Preview

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 logoORCID: https://orcid.org/0000-0002-6768-9864;
CORE (COnnecting REpositories)