Mild solutions of non-Lipschitz stochastic integrodifferential evolution equations

Existence and Uniqueness of Mild Solutions to Some Neutral Stochastic Partial Functional Integrodifferential Equations with Non-Lipschitz Coefficients

On Stochastic Evolution Equations with Non-lipschitz Coefficients

In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution equations and stochastic functional evolution equations. In particular, the results can be used to treat a large class of quasi-linear stochastic equations, wh...

Bounds of Solutions of Integrodifferential Equations

and Applied Analysis 3 Define a function m t by m t v t ∫ t 0 g s v s ds v t ∫ t 0 g s ds, 2.5 then m 0 v 0 u0, v t ≤ m t , v′ t ≤ f t m t , 2.6 m′ t 2g t v t v′ t ( 1 ∫ t 0 g s ds ) ≤ m t [ 2g t f t ( 1 ∫ t 0 g s ds )] . 2.7 Integrating 2.7 from 0 to t, we have m t ≤ u0 exp (∫ t 0 ( 2g s f s ( 1 ∫ s 0 g σ dσ )) ds ) . 2.8 Using 2.8 in 2.6 , we obtain v′ t ≤ u0f t exp (∫ t 0 ( 2g s f s ( 1 ∫ s ...

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

On Stochastic Integrodifferential Equations via Non-linear Integral Contractors Ii

The present paper represents a continuation of paper [4], in which the existence and uniqueness problems for a general Ito–Volterra integrodifferential equation are investigated by using the concept of a non-linear random integral contractor. Since the Lipschitz condition and the random integral contractor for the coefficients of the considered equation, in general, cannot be compared, the noti...