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)

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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