Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients

Abstract

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.

18 pages

Cited by in corpus (2)

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• Explicit Numerical Approximations for McKean-Vlasov Neutral Stochastic Differential Delay Equations