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Doubly perturbed neutral stochastic functional equations
journal contributionposted 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.
Publication titleJournal of Computational and Applied Mathematics
Department/SchoolSchool of Natural Sciences
PublisherElsevier Science BV
Place of publicationAmsterdam, Netherlands
Rights statementThe definitive version is available at http://www.sciencedirect.com Copyright © 2009 Elsevier B.V. All rights reserved.