Abstract
The authors consider the existence of the solution to the Cauchy problem in the class of nonlinear stochastic partial differential-difference equations of neutral type, with regard for random external perturbations independent of the Wiener process. Sufficient conditions are obtained for the coefficients of the nonlinear stochastic differential-difference equations of neutral type that guarantee the existence of the solution with probability one.
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Translated from Kibernetyka ta Systemnyi Analiz, No. 5, September–October, 2021, pp. 108–119.
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Yasynskyy, V.K., Yurchenko, I.V. Existence of the Solution to the Cauchy Problem for Nonlinear Stochastic Partial Differential-Difference Equations of Neutral Type. Cybern Syst Anal 57, 764–774 (2021). https://doi.org/10.1007/s10559-021-00401-6
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DOI: https://doi.org/10.1007/s10559-021-00401-6