메뉴 건너뛰기




Volumn 80, Issue 5-6, 2010, Pages 324-332

Successive approximation of neutral functional stochastic differential equations with jumps

Author keywords

[No Author keywords available]

Indexed keywords


EID: 74849121966     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2009.11.006     Document Type: Article
Times cited : (35)

References (18)
  • 1
    • 60549097061 scopus 로고    scopus 로고
    • Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
    • Albeverio S., Mandrekar V., and Rüdiger B. Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise. Stochastic Process. Appl. 119 (2009) 835-863
    • (2009) Stochastic Process. Appl. , vol.119 , pp. 835-863
    • Albeverio, S.1    Mandrekar, V.2    Rüdiger, B.3
  • 2
    • 34250577382 scopus 로고
    • A generalization of a lemma of Belmman and its application to uniqueness problem of differential equations
    • Bihari I. A generalization of a lemma of Belmman and its application to uniqueness problem of differential equations. Acta. Math., Acad. Sci. Hungar. 7 (1956) 71-94
    • (1956) Acta. Math., Acad. Sci. Hungar. , vol.7 , pp. 71-94
    • Bihari, I.1
  • 3
    • 34548685358 scopus 로고    scopus 로고
    • The exponential stability of neutral stochastic delay partial differential equations
    • Caraballo T., Real J., and Taniguchi T. The exponential stability of neutral stochastic delay partial differential equations. Discrete Contin. Dyn. Syst. 18 (2007) 295-313
    • (2007) Discrete Contin. Dyn. Syst. , vol.18 , pp. 295-313
    • Caraballo, T.1    Real, J.2    Taniguchi, T.3
  • 5
    • 0040827174 scopus 로고
    • Linear autonomous neutral differential equations in Banach spaces
    • Datko R. Linear autonomous neutral differential equations in Banach spaces. J. Differential Equations 25 (1977) 258-274
    • (1977) J. Differential Equations , vol.25 , pp. 258-274
    • Datko, R.1
  • 6
    • 0003204167 scopus 로고
    • Semigroups of linear operators and applications
    • The Clarendon Press, Oxford University Press, New York
    • Goldstein A., and Jerome. Semigroups of linear operators and applications. Oxford Mathematical Monographs (1985), The Clarendon Press, Oxford University Press, New York
    • (1985) Oxford Mathematical Monographs
    • Goldstein, A.1    Jerome2
  • 7
    • 34250330100 scopus 로고    scopus 로고
    • Almost sure exponential stability for stochastic neutral partial functional differential equations
    • Govindan T.E. Almost sure exponential stability for stochastic neutral partial functional differential equations. Stochastics 77 (2005) 139-154
    • (2005) Stochastics , vol.77 , pp. 139-154
    • Govindan, T.E.1
  • 8
    • 37749031469 scopus 로고    scopus 로고
    • Stochastic convolutions driven by martingales: Maximal inequalities and exponential integrability
    • Hausenblas E., and Seidler J. Stochastic convolutions driven by martingales: Maximal inequalities and exponential integrability. Stoch. Anal. Appl. 26 1 (2008) 98-119
    • (2008) Stoch. Anal. Appl. , vol.26 , Issue.1 , pp. 98-119
    • Hausenblas, E.1    Seidler, J.2
  • 12
    • 20344373912 scopus 로고    scopus 로고
    • Uniform stability of autonomous linear stochastic fuctional diferential equations in infinite dimensions
    • Liu K. Uniform stability of autonomous linear stochastic fuctional diferential equations in infinite dimensions. Stochastic Process. Appl. 115 (2005) 1131-1165
    • (2005) Stochastic Process. Appl. , vol.115 , pp. 1131-1165
    • Liu, K.1
  • 13
    • 0009008657 scopus 로고    scopus 로고
    • On the exponential stability in mean square of neutral stochastic functional differential equations
    • Liu K., and Xia X. On the exponential stability in mean square of neutral stochastic functional differential equations. Systems Control Lett. 37 4 (1999) 207-215
    • (1999) Systems Control Lett. , vol.37 , Issue.4 , pp. 207-215
    • Liu, K.1    Xia, X.2
  • 14
    • 30444450280 scopus 로고    scopus 로고
    • Existence and uniqueness results for neutral SDEs in Hilbert spaces
    • Mahmudov N.I. Existence and uniqueness results for neutral SDEs in Hilbert spaces. Stochastic Analysis and Applications 24 (2006) 79-95
    • (2006) Stochastic Analysis and Applications , vol.24 , pp. 79-95
    • Mahmudov, N.I.1
  • 15
    • 0029496971 scopus 로고
    • Exponential stability in mean square of neutral stochastic differential functional equations
    • Mao X. Exponential stability in mean square of neutral stochastic differential functional equations. Systems Control Lett. 26 (1995) 245-251
    • (1995) Systems Control Lett. , vol.26 , pp. 245-251
    • Mao, X.1
  • 16
    • 0031488287 scopus 로고    scopus 로고
    • Razumikhin-type theorems on exponential stability of neutral stochastic functional-differential equations
    • Mao X. Razumikhin-type theorems on exponential stability of neutral stochastic functional-differential equations. SIAM J. Math. Anal. 28 2 (1997) 389-401
    • (1997) SIAM J. Math. Anal. , vol.28 , Issue.2 , pp. 389-401
    • Mao, X.1
  • 17
    • 29344431971 scopus 로고
    • Springer-Verlag, New York
    • Pazy A. Semigroups of Linear Operators and Applications to Partial Differential Equations. Applied Mathematical Sciences vol. 44 (1983), Springer-Verlag, New York
    • (1983) Applied Mathematical Sciences , vol.44
    • Pazy, A.1
  • 18
    • 33846359165 scopus 로고    scopus 로고
    • Springer-Verlag, New York
    • Wu J. Theory and Applications of Partial Functional Differential Equations. Applied Mathematical Sciences vol. 119 (1996), Springer-Verlag, New York
    • (1996) Applied Mathematical Sciences , vol.119
    • Wu, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.