IJCATR Volume 2 Issue 4

Successive approx. of neutral stochastic functional differential equations with infinite delay & Poisson jumps

Diem Dang Huan
10.7753/IJCATR0204.1015
keywords : neutral stochastic functional differential equations; Poisson jumps; infinite delay; successive approximation; Bihari's inequality

PDF
We establish results concerning the existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay and Poisson jumps in the phase space C((-?,0];Rd) under non-Lipschitz condition with Lipschitz condition being considered as a special case and a weakened linear growth condition on the coefficients by means of the successive approximation. Compared with the previous results, the results obtained in this paper is based on a other proof and our results can complement the earlier publications in the existing literatures.
@artical{d242013ijcatr02041015,
Title = "Successive approx. of neutral stochastic functional differential equations with infinite delay & Poisson jumps",
Journal ="International Journal of Computer Applications Technology and Research(IJCATR)",
Volume = "2",
Issue ="4",
Pages ="474 - 480",
Year = "2013",
Authors ="Diem Dang Huan"}