A note on the existence and uniqueness of the solutions to SFDES

DOI10.1186/1029-242X-2012-126zbMath1277.60103OpenAlexW2107048499WikidataQ59289393 ScholiaQ59289393MaRDI QIDQ372212

Young-Ho Kim, Yeol Je Cho, Sever Silvestru Dragomir

Publication date: 14 October 2013

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1029-242x-2012-126

zbMATH Keywords

existenceuniquenessinfinite delaystochastic functional differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

Related Items

Gronwall-type moment inequalities for a stochastic process ⋮ Caratheodory's approximate solution to stochastic differential delay equation ⋮ A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion ⋮ AN EXISTENCE AND UNIQUENESS THEOREM OF STOCHASTIC DIFFERENTIAL EQUATIONS AND THE PROPERTIES OF THEIR SOLUTION ⋮ On the \(p\)th moment estimates for the solution of stochastic differential equations

Cites Work

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• NEW GRONWALL–OU-IANG TYPE INTEGRAL INEQUALITIES AND THEIR APPLICATIONS