Article ID Journal Published Year Pages File Type
1152808 Statistics & Probability Letters 2010 9 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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Successive approximation of neutral functional stochastic differential equations with jumps
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