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Successive approximation of neutral functional stochastic differential equations with jumps

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  • Boufoussi, Brahim
  • Hajji, Salah

Abstract

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.

Suggested Citation

  • Boufoussi, Brahim & Hajji, Salah, 2010. "Successive approximation of neutral functional stochastic differential equations with jumps," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 324-332, March.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:5-6:p:324-332
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    References listed on IDEAS

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    1. Albeverio, S. & Mandrekar, V. & Rüdiger, B., 2009. "Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise," Stochastic Processes and their Applications, Elsevier, vol. 119(3), pages 835-863, March.
    2. Liu, Kai, 2005. "Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions," Stochastic Processes and their Applications, Elsevier, vol. 115(7), pages 1131-1165, July.
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    Cited by:

    1. Du, Bo, 2015. "Successive approximation of neutral functional stochastic differential equations with variable delays," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 609-615.

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