Well-posedness and Exponential Estimates for the Solutions to Neutral Stochastic Functional Differential Equations with Infinite Delay

2018/05/27 by Asker, Hussein K.
#65C30 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1805.10674

Abstract

In this work, neutral stochastic functional differential equations with infinite delay (NSFDEwID) has been studied. The existence and uniqueness of solutions to NSFDEwID at the state space C_r under the local weak monotone condition, the weak coercivity condition and the global condition on the neutral term have been investigated. In addition, the L² and exponential estimates have been studied of NSFDEwID.

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