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Doubly perturbed neutral stochastic functional equations
Citation
Hu, L and Ren, Yong, Doubly perturbed neutral stochastic functional equations, Journal of Computational and Applied Mathematics, 231, (1) pp. 319-326. ISSN 0377-0427 (2009) [Refereed Article]
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Copyright Statement
The definitive version is available at http://www.sciencedirect.com Copyright © 2009 Elsevier B.V. All rights reserved.
Official URL: http://www.sciencedirect.com
DOI: doi:10.1016/j.cam.2009.02.077
Abstract
In this paper, we prove the existence and uniqueness of the solution to a class of doubly perturbed neutral stochastic functional equations (DPNSFEs in short) under some non-Lipschitz conditions. The solution is constructed by successive approximation. Furthermore, we give the continuous dependence of the solution on the initial value by means of the corollary of Bihari inequality.
Item Details
| Item Type: | Refereed Article |
|---|---|
| Keywords: | neutral stochastic functional equations, double perturbation, successive approximation |
| Research Division: | Mathematical Sciences |
| Research Group: | Pure mathematics |
| Research Field: | Partial differential equations |
| Objective Division: | Expanding Knowledge |
| Objective Group: | Expanding knowledge |
| Objective Field: | Expanding knowledge in the mathematical sciences |
| UTAS Author: | Ren, Yong (Dr Yong Ren) |
| ID Code: | 57602 |
| Year Published: | 2009 |
| Web of Science® Times Cited: | 6 |
| Deposited By: | Mathematics |
| Deposited On: | 2009-07-29 |
| Last Modified: | 2012-11-29 |
| Downloads: | 0 |
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