A class of stochastic differential equations with the time average
DOI10.1007/s10114-013-1268-3zbMath1304.65012MaRDI QIDQ2452401
Fuke Wu, Shigeng Hu, Rong Cheng Yin
Publication date: 3 June 2014
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-013-1268-3
stochastic differential equation; existence; Lyapunov function; uniqueness; moment estimate; time average
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34A12: Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations
34K50: Stochastic functional-differential equations
34F05: Ordinary differential equations and systems with randomness
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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