Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients

Yanting Ji; Qingshuo Song; Chenggui Yuan

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arXiv · 1506.03298

Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients

Yanting Ji·Qingshuo Song·Chenggui Yuan

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Abstract

In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical approximation. An example is provided to illustrate our theory.

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Yanting Ji, Qingshuo Song, Chenggui Yuan. 2015-06-10. Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients. https://arxiv.org/abs/1506.03298

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