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

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.