THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS-Reference-Cited by-同舟云学术

THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS

Published:2009-03 Issue:01 Volume:09 Page:135-152
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

LUO JIAOWAN¹,TANIGUCHI TAKESHI²

Affiliation:

1. Department of Probability and Statistics, School of Mathematics and Information Sciences, Guangzhou University, Guangzhou, Guangdong 510006, P. R. China

2. Division of Mathematical Sciences, Graduate School of Comparative Culture, Kurume University, Miimachi, Kurume, Fukuoka 839-8502, Japan

Abstract

In this paper, we consider the existence and uniqueness of mild solutions to non-Lipschitz stochastic neutral delay evolution equations driven by Poisson jump processes: [Formula: see text] with an initial function X(s) = φ(s), -r ≤ s ≤ 0, where φ : [-r, 0] → H is a cadlag function with [Formula: see text].

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493709002592

Reference13 articles.

1. Lévy Processes and Stochastic Calculus

2. SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP

3. Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps

4. Stochastic Equations in Infinite Dimensions

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