Neutral stochastic functional differential equations with additive perturbations |
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Authors: | Miljana Jovanovi? Svetlana Jankovi? |
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Affiliation: | Faculty of Science and Mathematics, University of Niš, Višegradska 33, 18000 Niš, Serbia |
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Abstract: | The paper deals with the solution to the neutral stochastic functional differential equation whose coefficients depend on small perturbations, by comparing it with the solution to the corresponding unperturbed equation of the equal type. We give conditions under which these solutions are close in the (2m)th mean, on finite time-intervals and on intervals whose length tends to infinity as small perturbations tend to zero. |
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Keywords: | Brownian motion Neutral stochastic functional differential equation Ito formula |
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