By using successive approximation, we prove the existence and uniqueness result for a class of neutral functional stochastic differential equations driven both by the cylindrical Brownian motion and by the Poisson point processes in a Hilbert space with non-Lipschitzian coefficients.

In this note we prove an existence and uniqueness result of mild solutions for a neutral stochastic differential equation with finite delay, driven by a fractional Brownian motion in a Hilbert space and we establish some conditions ensuring the exponential decay to zero in mean square for the...

The joint continuity of Gaussian local times is investigated under conditions strictly weaker than the local nondeterminism. Our conditions are given in terms of the interpolation variances only and they cover the class of Gaussian Markov processes. A new order of infinitesimal in the tail...