Existence and Uniqueness of Solutions to Neutral Stochastic Functional Differential Equations with Poisson Jumps
Joint Authors
Wang, Hongli
Tan, Jianguo
Guo, Yongfeng
Source
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-20, 20 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-07-08
Country of Publication
Egypt
No. of Pages
20
Main Subjects
Abstract EN
A class of neutral stochastic functional differential equations with Poisson jumps (NSFDEwPJs), d[x(t)-G(xt)]=f(xt, t)dt+g(xt,t)dW(t)+h(xt,t)dN(t), t∈[t0,T], with initial value xt0=ξ={ξ(θ):-τ≤θ≤0}, is investigated.
First, we consider the existence and uniqueness of solutions to NSFDEwPJs under the uniform Lipschitz condition, the linear growth condition, and the contractive mapping.
Then, the uniform Lipschitz condition is replaced by the local Lipschitz condition, and the existence and uniqueness theorem for NSFDEwPJs is also derived.
American Psychological Association (APA)
Tan, Jianguo& Wang, Hongli& Guo, Yongfeng. 2012. Existence and Uniqueness of Solutions to Neutral Stochastic Functional Differential Equations with Poisson Jumps. Abstract and Applied Analysis،Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-466734
Modern Language Association (MLA)
Tan, Jianguo…[et al.]. Existence and Uniqueness of Solutions to Neutral Stochastic Functional Differential Equations with Poisson Jumps. Abstract and Applied Analysis No. 2012 (2012), pp.1-20.
https://search.emarefa.net/detail/BIM-466734
American Medical Association (AMA)
Tan, Jianguo& Wang, Hongli& Guo, Yongfeng. Existence and Uniqueness of Solutions to Neutral Stochastic Functional Differential Equations with Poisson Jumps. Abstract and Applied Analysis. 2012. Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-466734
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-466734