<p>We establish sufficient conditions for the existence of solutions of the initial-value problems for systems of stochastic functional differential equations of neutral type. Moreover, the standard Lipschitz condition for the drift coefficient is replaced by the condition of power growth and the monotonicity condition, which is more natural for applications.</p>

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EXISTENCE AND UNIQUENESS OF THE SOLUTION OF A STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATION OF NEUTRAL TYPE IN FINITE-DIMENSIONAL SPACES

  • Oleksandr Pravdyvyi,
  • Andrii Stanzhytskyi,
  • Yurii Perestyuk

摘要

We establish sufficient conditions for the existence of solutions of the initial-value problems for systems of stochastic functional differential equations of neutral type. Moreover, the standard Lipschitz condition for the drift coefficient is replaced by the condition of power growth and the monotonicity condition, which is more natural for applications.