Abstract
In this article, we initiate a study on neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching in real separable Hilbert spaces. Our goal here is to derive the existence and uniqueness of mild solutions to equations of this class under local non-Lipschitz condition proposed by Taniguchi [J. Math. Anal. Appl. 340:(2009)197–208] by means of stopping time technique and Banach fixed-point theorem. The results obtained here generalize the main results from Luo and Taniguchi [Stoch. Dyn. 9:(2009)135–152] and Jiang and Shen [Comput. Math. Appl. 61:(2011)1590–1594]. Finally, an example is worked out to illustrate the obtained results.
Original language | English |
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Pages (from-to) | 391-408 |
Number of pages | 18 |
Journal | Stochastic Analysis and Applications |
Volume | 35 |
Issue number | 3 |
DOIs | |
State | Published - 4 May 2017 |
Keywords
- jumps
- local non-Lipschitz condition
- Markovian switching
- Mild solutions
- neutral stochastic functional evolution equations