Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients
Probability
2015-11-25 v2
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.
Keywords
Cite
@article{arxiv.1506.03298,
title = {Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients},
author = {Yanting Ji and Qingshuo Song and Chenggui Yuan},
journal= {arXiv preprint arXiv:1506.03298},
year = {2015}
}
Comments
18 pages