On existence, and stability of solutions of stochastic integral equations (Q1390150): Difference between revisions
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Latest revision as of 04:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On existence, and stability of solutions of stochastic integral equations |
scientific article |
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On existence, and stability of solutions of stochastic integral equations (English)
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14 July 1998
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A theorem is proved establishing the existence and asymptotic behavior of a solution of a nonlinear stochastic integral equation of the form \[ X (t;\omega) =h\bigl( t,X(t; \omega) \bigr)+ \int^t_0 f\bigl(t,s,X (s;\omega); \omega \bigr)ds+ \int^t_0 g\bigl(t,s,X (s;\omega); \omega\bigr) d\beta (s;\omega) \] under weaker conditions than the standard ones. The authors note that a similar proof will establish the same type of results for the analogous stochastic functional integral equation.
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existence
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stability
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asymptotic behavior
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stochastic integral equation
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stochastic functional integral equation
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