Doubly Perturbed Neutral Diffusion Processes with Poisson Jumps

摘要

In this paper, we will establish new results on the boundedness, existence and uniqueness of the solutions to a class of doubly perturbed neutral stochastic functional equations with Poisson jumps. Most of the existing results use single perturbed model and global Lipschitz condition, but in the paper the doubly perturbed model has been studied and the coefficients of equations are non-Lipschitz. So some well-known results have been improved and generalized.