This article presents the results on existence, uniqueness and stability of mild solutions of impulsive stochastic semilinear neutral functional differential equations without a Lipschitz condition and with a Lipschitz condition. The results are obtained by using the method of successive approximations. 2000 Mathematical Subject Classification: 93E15,60H15,35R12.

In this paper we describe the notion of a weak lipschitzianity of a mapping on a C stratification. We also distinguish a class of regularity conditions that are in some sense invariant under definable, locally Lipschitz and weakly bi-Lipschitz homeomorphisms. This class includes the Whitney (B) condition and the Verdier condition.

In this paper, we study the existence of asymptotic almost automorphic solution of fractional neutral integro-differential equation. We prove the result by using fixed point theorems. We show the result with Lipschitz condition and without Lipschitz condition on the forcing term. Finally examples are given to illustrate the analytical findings. Mathematics Subject Classification(2010): 34A08, 1...

We denote by (P ) the problem given by the equation (1), the boundary condition (2) and the initial condition (3). We assume that the function c satisfies the hypothesis (Hc) c is a continuous nondecreasing function such that c ′ ∈ Lloc(R); and that the initial condition u0 and the boundary data u D satisfy the hypotheses (H0) u0 ∈ L∞(Ω) and we define U0 := ‖u0‖L∞(Ω); (HD) u D is Lipschitz cont...

using a generalized spherical mean operator, we obtain a generalization of titchmarsh&apos;s theorem for the dunkl transform for functions satisfying the (&apos;; p)-dunkl lipschitz condition in the space lp(rd;wl(x)dx), 1 < p 6 2, where wl is a weight function invariant under the action of an associated re ection group.

in this paper‎, ‎using a generalized dunkl translation operator‎, ‎we obtain a generalization of titchmarsh&apos;s theorem for the dunkl transform for functions satisfying the$(psi,p)$-lipschitz dunkl condition in the space $mathrm{l}_{p,alpha}=mathrm{l}^{p}(mathbb{r},|x|^{2alpha+1}dx)$‎, ‎where $alpha>-frac{1}{2}$.

We deal with the unique solvability of multidimensional backward stochastic differential equations (BSDEs) with a p-integrable terminal condition (p > 1) and a superlinear growth generator. We introduce a new local condition, on the generator (see Assumption (H4)), then we show that it ensures the existence and uniqueness, as well as the L-stability of solutions. Since the generator is of super...

We give, in a non-smooth setting, some conditions under which (some of) the minimizers of ∫ Ω f (∇u(x)) dx + g(x,u(x)) dx among the functions in W1,1(Ω) that lie between two Lipschitz functions are Lipschitz. We weaken the usual strict convexity assumption in showing that, if just the faces of the epigraph of a convex function f :Rn → R are bounded and the boundary datum u0 satisfies a generali...

Positive results are proved here about the ability of numerical simulations to reproduce the exponentialmean-square stability of stochastic differential equations (SDEs). The first set of results applies under finite-time convergence conditions on the numerical method. Under these conditions, the exponential mean-square stability of the SDE and that of the method (for sufficiently small step si...

We present and analyse two implicit methods for Ito stochastic differential equations (SDEs) with Poisson-driven jumps. The first method, SSBE, is a split-step extension of the backward Euler method. The second method, CSSBE, arises from the introduction of a compensated, martingale, form of the Poisson process. We show that both methods are amenable to rigorous analysis when a one-sided Lipsch...