Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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AN EXISTENCE OF THE SOLUTION TO NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS UNDER SPECIAL CONDITIONS

  • KIM, YOUNG-HO (Department of Mathematics, Changwon National University)
  • Received : 2018.08.06
  • Accepted : 2018.10.10
  • Published : 2019.01.30
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Abstract

In this paper, we show the existence of solution of the neutral stochastic functional differential equations under non-Lipschitz condition, a weakened linear growth condition and a contractive condition. Furthermore, in order to obtain the existence of solution to the equation we used the Picard sequence.

Keywords

Acknowledgement

Supported by : Changwon National University

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