Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients

Stochastic differential equations and applications

Gian‐Carlo Rota · Advances in Mathematics · 1977 · 1.2K citations

Engineering, Stochastic Calculus, Stochastic Dynamical System +3

Existence, Uniqueness, and Asymptotic Behavior of Mild Solutions to Stochastic Functional Differential Equations in Hilbert Spaces

Takeshi Taniguchi, Kai Liu, Aubrey Truman · Journal of Differential Equations · 2002 · 192 citations

Asymptotic Behavior, Engineering, Hilbert Spaces +7

Successive approximations to solutions of stochastic differential equations

Takeshi Taniguchi · Journal of Differential Equations · 1992 · 132 citations

Stochastic Differential Equation, Stochastic Differential Equations, Stochastic Dynamical System +1

Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps

Jiaowan Luo, Kai Liu · Stochastic Processes and their Applications · 2007 · 85 citations

Stochastic Hybrid System, Engineering, Stochastic Processes +6

On the successive approximation of solutions of stochastic differential equations

Toshio Yamada · Kyoto journal of mathematics · 1981 · 84 citations · Full text

Engineering, Successive Approximation, Stochastic System +6