A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients

In this note, we study the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations under some Carathéodory-type conditions on the coefficients by means of the successive approximation. In particular, we generalize and improve the results that appeared in Govindan [T.E. Govindan, Almost sure exponential stability for stochastic neutral partial functional differential equations, Stochastics 77 (2005) 139–154] and Bao and Hou [J. Bao, Z. Hou, Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients, Comput. Math. Appl. 59 (2010) 207–214].