Successive approximations of solutions to stochastic functional differential equations

DOI10.1007/BF01876930zbMath0816.60055MaRDI QIDQ1346394

Jan Turo

Publication date: 6 July 1995

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

zbMATH Keywords

stochastic functional differential equationlocal existence theoremglobal existence solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (8)

Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion ⋮ Existence and uniqueness of mild solutions to some neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients ⋮ Carathéodory approximation solutions to a class of stochastic functional differential equations ⋮ Stochastic functional partial differential equations of first order ⋮ Mild solution of neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients ⋮ Mild solutions of neutral semilinear stochastic functional dynamic systems with local non-Lipschitz coefficients ⋮ A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients ⋮ Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays

Cites Work

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• Successive approximations to solutions of stochastic differential equations
• On existence and uniqueness of solution of stochastic differential equations with heredity
• On the successive approximation of solutions of stochastic differential equations

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