On existence and uniqueness properties for solutions of stochastic fixed point equations
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Publication:2033965
DOI10.3934/dcdsb.2020320zbMath1462.60096arXiv1908.03382MaRDI QIDQ2033965
Christian Beck, Arnulf Jentzen, Martin Hutzenthaler, Lukas Gonon
Publication date: 18 June 2021
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.03382
stochastic differential equations; Feynman-Kac formula; stochastic analysis; stochastic fixed point equations; Kolmogorov partial differential equations; multilevel Picard approximations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
45G10: Other nonlinear integral equations
47H10: Fixed-point theorems
60H30: Applications of stochastic analysis (to PDEs, etc.)