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

DOI10.1080/17442508408833300MaRDI QIDQ3684935zbMATH OpenOpenAlexWikidataFDO

Authors Alexandra 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)

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• Holder Type Conditions for Stability of Stochastic Functional Differential Equations
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• Exponential stability for stochastic neutral partial functional differential equations
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• EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS
• Existence and uniqueness results for a class of fractional stochastic neutral differential equations
• Successive approximations to solutions of stochastic differential equations
• Existence of weak solutions to stochastic evolution inclusions
• Global existence of solutions for perturbed differential equations
• Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients
• Perturbed stochastic hereditary differential equations
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