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Well-Posedness and Exponential Estimates for the Solutions to Neutral Stochastic Functional Differential Equations with Infinite Delay

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  • Asker Hussein K.

    (Department of Mathematics, Faculty of Computer Science and Mathematics, Kufa University, Kufa, Iraq)

Abstract

In this work, neutral stochastic functional differential equations with infinite delay (NSFD-EwID) have been addressed. By using the Euler-Maruyama scheme and a localization argument, the existence and uniqueness of solutions to NSFDEwID at the state space Cr under the local weak monotone condition, the weak coercivity condition and the global condition on the neutral term have been investigated. In addition, the L2 and exponential estimates of NSFDEwID have been studied.

Suggested Citation

  • Asker Hussein K., 2020. "Well-Posedness and Exponential Estimates for the Solutions to Neutral Stochastic Functional Differential Equations with Infinite Delay," Journal of Systems Science and Information, De Gruyter, vol. 8(5), pages 434-446, October.
    • Handle: RePEc:bpj:jossai:v:8:y:2020:i:5:p:434-446:n:3
    DOI: 10.21078/JSSI-2020-434-13
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    References listed on IDEAS

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    1. Tan, Li & Jin, Wei & Suo, Yongqiang, 2015. "Stability in distribution of neutral stochastic functional differential equations," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 27-36.
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