On the method of sample upper and lower solutions for stochastic differential equations

DOI10.1080/07362998508809066zbMath0574.60068OpenAlexW2041864890MaRDI QIDQ3694373

Bing Gen Zhang, Vangipuram Lakshmikantham

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/07362998508809066

zbMATH Keywords

random differential equationexistence and comparison theorems

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items (5)

Monotone iterative technique for 1-dimensional Itô-volterra integral equations^† ⋮ Generalized quasilinearization of stochastic initial value problem ⋮ Monotone iterative technique for 1–dimensional stochastic differential equations ⋮ Another extension of the method of quasilinearization of stochastic initial value problems ⋮ A note on monotone iterative technique for one-dimensional stochastic differential equations

Cites Work

• Random differential inequalities
• Sample solutions of stochastic ordinary differential equations^∗
• Unnamed Item

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