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) |