Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the CgCg space

In this paper, we prove the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay and Poisson jumps (INSFDEPs in short) in the phase space CgCg with non-Lipschitz coefficients. Furthermore, we study the continuous dependence of the solution on the initial value by means of the corollary of the Bihari inequality.