A class of stochastic differential equations with expectations in the coefficients

DOI10.1016/J.NA.2012.10.020MaRDI QIDQ1939243zbMATH OpenOpenAlexFDO

Authors Yangzi Hu, Fuke Wu

Publication date 4 March 2013

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2012.10.020

zbMATH Keywords

existence and uniquenessmoment estimatenonlocal stochastic differential equation

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50)

Recommendations

• Existence results and the moment estimate for nonlocal stochastic differential equations with time-varying delay
• On a class of nonlocal stochastic functional differential equations with infinite delay
• Stochastic differential equations with nonlocal sample dependence
• A study of a class of nonlinear stochastic delay differential equations
• Existence and uniqueness of the solution for a class of stochastic differential equations with time- and state-dependent delays

Cited in

(4)

• Perturbed nonlocal stochastic functional differential equations
• The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
• Stochastic differential equations with nonlocal sample dependence
• Existence results and the moment estimate for nonlocal stochastic differential equations with time-varying delay

This page was built for publication: A class of stochastic differential equations with expectations in the coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1939243)