Conditions to Guarantee the Existence of the Solution to Stochastic Differential Equations of Neutral Type

The main purpose of this study was to demonstrate the existence and the uniqueness theorem of the solution of the neutral stochastic differential equations under sufficient conditions. As an alternative to the stochastic analysis theory of the neutral stochastic differential equations, we impose a w...

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Bibliographic Details
Main Authors: Mun-Jin Bae, Chan-Ho Park, Young-Ho Kim
Format: Article
Language:English
Published: MDPI AG 2020-09-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/12/10/1613