Successive approximation of neutral functional stochastic differential equations with jumps

被引：26

作者：

Boufoussi, Brahim ^{[1
]}

Hajji, Salah ^{[1
]}

机构：

[1] Cadi Ayyad Univ, Fac Sci Semlalia, Dept Math, Marrakech 2390, Morocco

来源：

STATISTICS & PROBABILITY LETTERS | 2010年 / 80卷 / 5-6期

关键词：

EXPONENTIAL STABILITY; MEAN-SQUARE; EXISTENCE;

D O I：

10.1016/j.spl.2009.11.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

By using successive approximation, we prove the existence and uniqueness result for a class of neutral functional stochastic differential equations driven both by the cylindrical Brownian motion and by the Poisson point processes in a Hilbert space with non-Lipschitzian coefficients. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：324 / 332

页数：9

共 18 条

[1] Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Levy noise [J].