THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS

被引：38

作者：

Luo, Jiaowan ^{[2
]}

Taniguchi, Takeshi ^{[1
]}

机构：

[1] Kurume Univ, Div Math Sci, Grad Sch Comparat Culture, Fukuoka 8398502, Japan

[2] Guangzhou Univ, Dept Probabil & Stat, Sch Math & Informat Sci, Guangzhou 510006, Guangdong, Peoples R China

来源：

STOCHASTICS AND DYNAMICS | 2009年 / 9卷 / 01期

关键词：

non-Lipschitz condition; Poisson jump processes; stochastic neutral delay evolution equations; FUNCTIONAL-DIFFERENTIAL EQUATIONS; SUCCESSIVE-APPROXIMATIONS; HILBERT-SPACES; MILD SOLUTIONS; COEFFICIENTS;

D O I：

10.1142/S0219493709002592

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we consider the existence and uniqueness of mild solutions to non-Lipschitz stochastic neutral delay evolution equations driven by Poisson jump processes: { d[X(t) + f(t, X-t)] = [AX(t) + g(t, X-t)]dt + integral(k(t,)(U) (X(t-), y)q(dydt),) (t >= 0,) X(s) = phi(s), s is an element of [- r, 0], r > 0 with an initial function X(s) = phi(s), - r <= s <= 0, where phi: [-r, 0] -> H is a cadlag function with E[sup(-r <= s <= 0)vertical bar phi(s)vertical bar(2)(H)] < infinity.

引用

页码：135 / 152

页数：18

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