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Doubly perturbed neutral stochastic functional equations

journal contribution
posted on 2023-05-16, 23:55 authored by Hu, L, Ren, Yong
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.

History

Publication title

Journal of Computational and Applied Mathematics

Volume

231

Pagination

319-326

ISSN

0377-0427

Department/School

School of Natural Sciences

Publisher

Elsevier Science BV

Place of publication

Amsterdam, Netherlands

Rights statement

The definitive version is available at http://www.sciencedirect.com Copyright © 2009 Elsevier B.V. All rights reserved.

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