The existence and uniqueness of solution to Cauchy problem for functional-differential equations with respect to a semimartingale (Q1921694)

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scientific article; zbMATH DE number 923044
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    The existence and uniqueness of solution to Cauchy problem for functional-differential equations with respect to a semimartingale
    scientific article; zbMATH DE number 923044

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      The existence and uniqueness of solution to Cauchy problem for functional-differential equations with respect to a semimartingale (English)
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      30 October 1996
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      The paper presents an existence and uniqueness theorem for the solution of a Cauchy problem for functional-differential equations with respect to a semimartingale when the operator is stochastically continuous and has a stochastic functional contractor (a generalization of the notion of an integral contractor).
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      stochastic functional-differential equations
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      Cauchy problem
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      semimartingale
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