Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type (Q916211): Difference between revisions

Consider the following second-order Itô type stochastic integrodifferential equation \[ \begin{multlined} (1)\quad d\dot x(t,\omega)=f(t,x(t,\omega),\dot x(t,\omega),Ax(t,\omega),Bx(t,\omega),\omega)dt+ \\ +g(t,x(t,\omega),\dot x(t,\omega),Px(t,\omega),Qx(t,\omega),\omega)d\beta(t) \end{multlined} \] with the given initial values \[ (2)\quad x(0,\omega)=\xi_ 0(\omega),\quad \dot x(0,\omega)=\eta_ 0(\omega), \] where \[ Ax(t,\omega)=\int^{t}_{0}h_ 1(t,s,x(s,\omega),\dot x(s,\omega),\omega)ds, \] \[ Bx(t,\omega)=\int^{t}_{0}k_ 1(t,s,x(s,\omega),\dot x(s,\omega),\omega)d\beta (s), \] \[ Px(t,\omega)=\int^{t}_{0}h_ 2(t,s,x(s,\omega),\dot x(s,\omega),\omega)ds, \] \[ Qx(t,\omega)=\int^{t}_{0}k_ 2(t,s,x(t,\omega),\dot x(s,\omega),\omega)d\beta(s). \] Sufficient conditions for existence and uniqueness of the solutions of (1)-(2) are investigated. The method of successive approximations is used to establish the results.