Successive approximation of neutral functional stochastic differential equations with jumps

Brahim Boufoussi and Salah Hajji

Statistics & Probability Letters, 2010, vol. 80, issue 5-6, 324-332

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.

Date: 2010
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