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Neutral stochastic differential delay equations with locally monotone coefficients. (English) Zbl 1365.34138

Summary: 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.

MSC:

34K50 Stochastic functional-differential equations
34K40 Neutral functional-differential equations
34K28 Numerical approximation of solutions of functional-differential equations (MSC2010)