On existence, and stability of solutions of stochastic integral equations (Q1390150): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
(2 intermediate revisions by one other user not shown) | |||
Property / author | |||
Property / author: Stanislaw Wedrychowicz / rank | |||
Property / reviewed by | |||
Property / reviewed by: Q796897 / rank | |||
Property / author | |||
Property / author: Stanislaw Wedrychowicz / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Melvin D. Lax / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
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 |
Statements
On existence, and stability of solutions of stochastic integral equations (English)
0 references
14 July 1998
0 references
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.
0 references
existence
0 references
stability
0 references
asymptotic behavior
0 references
stochastic integral equation
0 references
stochastic functional integral equation
0 references