Stochastic Differential Equations with Nonlocal Sample Dependence

DOI10.1080/07362994.2010.515194zbMath1205.60131OpenAlexW2104842206MaRDI QIDQ3068097

Thomas Lorenz, Peter E. Kloeden

Publication date: 13 January 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2010.515194

zbMATH Keywords

existence and uniqueness theoremsstrong solutionsnonlocal dependenceItô stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites Work

• The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
• Pathwise convergent higher order numerical schemes for random ordinary differential equations
• The conjugacy of stochastic and random differential equations and the existence of global attractors
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