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

Mao, Wei and Hu, Liangjian and Mao, Xuerong (2017) Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition. Advances in Difference Equations, 57. pp. 1-24. ISSN 1687-1847 (https://doi.org/10.1186/s13662-017-1102-9)

[thumbnail of Mao-Hu-Mao-ADE-2017-Neutral-stochastic-functional-differential-equations]
Preview
 Text. Filename: Mao_Hu_Mao_ADE_2017_Neutral_stochastic_functional_differential_equations.pdf
Final Published Version
License: Creative Commons Attribution 4.0 logo
Download (1MB)| Preview

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.

ORCID iDs

Mao, Wei, Hu, Liangjian and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
CORE (COnnecting REpositories)