Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the C-g space

作者：Yue, Chaohui^*

来源：Applied Mathematics and Computation, 2014, 237: 595-604.

DOI：10.1016/j.amc.2014.03.079

• Neutral stochastic functional differential equation
• Infinite delay
• Poisson jump
• Non-Lipschitz condition
• C-g space

In this paper, we prove the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay and Poisson jumps (INSFDEPs in short) in the phase space C-g with non-Lipschitz coefficients. Furthermore, we study the continuous dependence of the solution on the initial value by means of the corollary of the Bihari inequality.

• 出版日期2014-6-15
• 单位安徽农业大学