Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching

Bin Pei, Yong Xu

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

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 languageEnglish
Pages (from-to)391-408
Number of pages18
JournalStochastic Analysis and Applications
Volume35
Issue number3
DOIs
StatePublished - 4 May 2017

Keywords

  • jumps
  • local non-Lipschitz condition
  • Markovian switching
  • Mild solutions
  • neutral stochastic functional evolution equations

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