• EXISTENCE AND UNIQUENESS OF THE SOLUTIONS TO NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH FINITE DELAY

DR. C. LOGANATHAN, P. SELVANAYAKI*

Abstract


This article presents results on existence and Uniqueness of mild solutions to stochastic neutral functional differential equations (SNFDEs) with finite delays under non- Lipschitz condition with Lipschitz condition being considered as a special case and a weakened linear growth condition. The solution is constructed by the successive approximation. Some results in Govindan [3, 4] are generalized to cover a class of more general SNFDEs


Keywords


Stochastic neutral partial functional differential equation, mild solution, existence, uniqueness.

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