On the existence and uniqueness of solutions of stochastic integral equations of the Volterra type

DOI10.2996/kmj/1138036013zbMath0421.60056OpenAlexW1989413915MaRDI QIDQ1133240

Ichiro Ito

Publication date: 1979

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2996/kmj/1138036013

zbMATH Keywords

Brownian motionVolterra integral equationstochastic integral equation

Mathematics Subject Classification ID

Brownian motion (60J65) Volterra integral equations (45D05) Stochastic integral equations (60H20)

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Explosion and asymptotic behavior of nonlinear Itô type stochastic integrodifferential equations ⋮ On Volterra equations driven by semimartingales ⋮ Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Volterra Integral Equations with Time-Dependent Delay ⋮ An estimation problem for linear stochastic equations with memory ⋮ Strong convergence of the Euler-Maruyama method for nonlinear stochastic convolution Itô-Volterra integral equations with constant delay ⋮ A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations ⋮ Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations ⋮ Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations ⋮ Stochastic Volterra integral equations with a parameter ⋮ Improved \(\vartheta\)-methods for stochastic Volterra integral equations ⋮ Ulam-Hyers-Rassias stability of a nonlinear stochastic Ito-Volterra integral equation ⋮ A moderate deviation principle for stochastic Volterra equation ⋮ Approximate representations of solutions to SVIEs, and an application to numerical analysis ⋮ Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations ⋮ Split-step collocation methods for stochastic Volterra integral equations ⋮ Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay ⋮ Collocation methods for nonlinear stochastic Volterra integral equations ⋮ Application of fixed point theorem to solvability of functional stochastic integral equations ⋮ Scheduling to Differentiate Service in a Multiclass Service System

Cites Work

• On the existence of a random solution to a nonlinear perturbed stochastic integral equation
• Random integral equations with applications to life sciences and engineering
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