On existence and uniqueness of solution of stochastic differential equations with heredity

DOI10.1080/17442508408833300zbMath0568.60062OpenAlexW2057953651WikidataQ126240857 ScholiaQ126240857MaRDI QIDQ3684935

Aleksandra Rodkina

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833300

zbMATH Keywords

Existence and uniqueness theoremsCauchy problem for the stochastic differential equation with heredity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (17)

Existence and uniqueness results for a class of fractional stochastic neutral differential equations ⋮ EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS ⋮ The existence and exponential stability for neutral stochastic partial differential equations with infinite delay and Poisson jump ⋮ Successive approximations of solutions to stochastic functional differential equations ⋮ Almost sure exponential stability for stochastic neutral partial functional differential equations ⋮ Existence of Weak Solutions to Stochastic Evolution Inclusions ⋮ Existence and dependence results for semilinear functional stochastic differential equations with infinite delay in a Hilbert space ⋮ Global existence of solutions for perturbed differential equations ⋮ Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations ⋮ On a class of Ito stochastic differential equations ⋮ Stochastic functional partial differential equations of first order ⋮ Successive approximations to solutions of stochastic differential equations ⋮ Existence of weak solutions to stochastic evolution inclusions ⋮ Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients ⋮ Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay ⋮ Holder Type Conditions for Stability of Stochastic Functional Differential Equations ⋮ Exponential stability for stochastic neutral partial functional differential equations

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