Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients

Under a non-Lipschitz condition with the Lipschitz condition being considered as a special case and a weakened linear growth condition, the existence and uniqueness of mild solutions to stochastic neutral partial functional differential equations (SNPFDEs) is investigated. Some results in Govindan (2003, 2005) [2,6] are generalized to cover a class of more general SNPFDEs.

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