A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space
A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space
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DOI:
10.1063/1.3202822
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发表时间:
2009-08
影响因子:
1.3
通讯作者:
Yong Ren;Li Chen
中科院分区:
文献类型:
--
作者:
Yong Ren;Li Chen
In this note, we prove the existence and uniqueness of the solution to neutral stochastic functional differential equation with infinite delay and Poisson jumps in the phase space B with non-Lipschitz coefficients. The known results that appeared in the studies by Ren and Xia [Appl. Math. Comput. 210, 72 (2009); Ren and XiaAppl. Math. Comput. 214, 457 (2009)] and Xu and Hu [Acta Appl. Math. (unpublished)] are generalized and improved. An example is provided to illustrate the theory.