66 citations · 159 across the 26 of their papers we have counts for
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math.PR2013★ 1 cited
On the Existence and Uniqueness of Solutions of Stochastic Equations of Neutral Type
John A. D. Appleby, Huizhong Appleby-Wu, Xuerong Mao
This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax t…
math.PR2013★ 5 cited
On the almost sure running maxima of solutions of affine neutral stochastic functional differential equations
John A. D. Appleby, Huizhong Appleby-Wu, Xuerong Mao
This paper studies the large fluctuations of solutions of finite--dimensional affine stochastic neutral functional differential equations with finite memory, as well as related non…