On existence and asymptotic behaviour of solutions of a nonlinear stochastic integral equation (Q1072228)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On existence and asymptotic behaviour of solutions of a nonlinear stochastic integral equation |
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On existence and asymptotic behaviour of solutions of a nonlinear stochastic integral equation (English)
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1985
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The aim of the paper is to study a nonlinear stochastic integral equation of the form \[ x(t;\omega)=h(t,x(t;\omega))+\int^{t}_{0}k_ 1(t,\tau;\omega)f_ 1(\tau,x(\tau;\omega))d\tau + \] \[ +\int^{t}_{0}k_ 2(t,\tau;\omega)f_ 2(\tau,x(\tau;\omega))d\beta (\tau;\omega). \] Sufficient conditions are given for the existence of random solutions and their asymptotic behavior. The method of a fixed- point theorem of \textit{G. Darbo} type [Rend. Semin. Mat. Univ. Padova 24, 84-92 (1955; Zbl 0064.357)] used in this paper, allowed us to generalize the results of \textit{M. N. Manougian}, \textit{A. N. V. Rao} and \textit{C. P. Tsokos}, Ann. Mat. Pura Appl., IV. Ser. 110, 211-222 (1976; Zbl 0348.60086).
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existence of random solutions and their asymptotic behavior
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fixed-point theorem
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