Asymptotic behavior for neutral stochastic partial differential equations with infinite delays∗

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

The Asymptotic Behavior for Second-Order Neutral Stochastic Partial Differential Equations with Infinite Delay

A Note on the Existence and Uniqueness for Neutral Stochastic Differential Equations With Infinite Delays and Poisson Jumps

This paper studies the existence and uniqueness of a mild solution, satisfying Caratheodory conditions, for a neutral stochastic partial functional differential equation with infinite delays and Poisson jumps.

Asymptotic Stability of Fractional Stochastic Neutral Differential Equations with Infinite Delays

and Applied Analysis 3 (iii) X 0 (⋅) = φ ∈ BF([m(0), 0],H), where

Existence and uniqueness of solutions for neutral periodic integro-differential equations with infinite delay

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