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

作者：Mao, Wei^*; Hu, Liangjian; Mao, Xuerong

来源：Advances in Difference Equations, 2017, 2017(1): 57.

DOI：10.1186/s13662-017-1102-9

• neutral stochastic functional differential equations
• Levy jumps
• phase space C-g
• the local Lipschitz condition
• exponential estimates and almost surely asymptotic estimates

In this paper, a general neutral stochastic functional differential equations with infinite delay and Levy jumps (NSFDEwLJs) is studied. We investigate the existence and uniqueness of solutions to NSFDEwLJs at the phase space C-g under the local Caratheodory type conditions. Meanwhile, we also give the exponential estimates and almost surely asymptotic estimates of solutions to NSFDEwLJs.

• 出版日期2017-2-21
• 单位江苏第二师范学院; 东华大学