The Australian Journal of Mathematical Analysis and Applications


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ISSN 1449-5910  

 

Paper Information

Paper Title:

An Existence of the Solution to Neutral Stochastic Functional Differential Equations Under the Holder Condition

Author(s):

Young-Ho Kim

Department of Mathematics,
Changwon National University,
Changwon, Gyeongsangnam-do 51140,
Korea.

E-mail: iyhkim@changwon.ac.kr

Abstract:

In this paper, we show the existence and uniqueness of solution of the neutral stochastic functional differential equations under weakened H\"{o}lder condition, a weakened linear growth condition, and a contractive condition. Furthermore, in order to obtain the existence of a solution to the equation we used the Picard sequence.

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