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Revision as of 14:27, 20 February 2024
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| English | Nonlinear stochastic integral equations in the plane |
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Nonlinear stochastic integral equations in the plane (English)
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15 December 1993
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This paper deals with nonlinear stochastic integral equations based on two-parameter Wiener process. Appealing to two-parameter stochastic calculus, the authors prove the existence and uniqueness of solutions under the Lipschitz condition of coefficients.
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representable semimartingale
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nonlinear stochastic integral equations
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two-parameter Wiener process
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