Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients

2015/06/10 by Yanting Ji, Ji, Yanting, Qingshuo Song +3
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Differential Equations and Numerical Methods #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1506.03298

openalex publication_date 2015/06/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical approximation. An example is provided to illustrate our theory.

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