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On Random Periodic Solution to a Neutral Stochastic Functional Differential Equation

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  • Lili Gao
  • Litan Yan

Abstract

In this paper, we consider the random periodic solution to a neutral stochastic functional differential equation driven by Brownian motion. We obtain the existence and uniqueness of the random periodic solution by Banach fixed point theorem. Moreover, we introduce two examples to illustrate our results.

Suggested Citation

  • Lili Gao & Litan Yan, 2018. "On Random Periodic Solution to a Neutral Stochastic Functional Differential Equation," Mathematical Problems in Engineering, Hindawi, vol. 2018, pages 1-9, November.
    • Handle: RePEc:hin:jnlmpe:8353065
    DOI: 10.1155/2018/8353065
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    Cited by:

    1. Abdelhamid Mohammed Djaouti & Zareen A. Khan & Muhammad Imran Liaqat & Ashraf Al-Quran, 2024. "Existence, Uniqueness, and Averaging Principle of Fractional Neutral Stochastic Differential Equations in the L p Space with the Framework of the Ψ-Caputo Derivative," Mathematics, MDPI, vol. 12(7), pages 1-21, March.

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