Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps

Wei Mao, Quanxin Zhu and Xuerong Mao

Applied Mathematics and Computation, 2015, vol. 254, issue C, 252-265

Abstract: In this paper, we are concerned with neutral stochastic functional differential equations driven by pure jumps (NSFDEwPJs). We prove the existence and uniqueness of the solution to NSFDEwPJs whose coefficients satisfying the local Lipschitz condition. In addition, we establish the p-th exponential estimations and almost surely asymptotic estimations of the solution for NSFDEwJs.

Keywords: Neutral stochastic functional differential equations; Pure jumps; Existence and uniqueness; Exponential estimations; Almost surely asymptotic estimations (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300314017871
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:254:y:2015:i:c:p:252-265

DOI: 10.1016/j.amc.2014.12.126

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().