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arxiv: 1506.03298 · v2 · pith:GFYQ6GFAnew · submitted 2015-06-10 · 🧮 math.PR

Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients

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keywords coefficientsdelaydifferentialequationslocallymonotoneneutralstochastic
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In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical approximation. An example is provided to illustrate our theory.

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