Successive approximation of neutral functional stochastic differential equations with jumps
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- Albeverio, S. & Mandrekar, V. & Rüdiger, B., 2009. "Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise," Stochastic Processes and their Applications, Elsevier, vol. 119(3), pages 835-863, March.
- Liu, Kai, 2005. "Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions," Stochastic Processes and their Applications, Elsevier, vol. 115(7), pages 1131-1165, July.
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Cited by:
- Du, Bo, 2015. "Successive approximation of neutral functional stochastic differential equations with variable delays," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 609-615.
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