Existence, Uniqueness, and Upper Estimates for Solutions of Mcshane Type Stochastic Differential Systems

DOI10.1080/07362998608809101MaRDI QIDQ3756244zbMATH OpenOpenAlexFDO

Authors G. S. Ladde, S. Seikkala

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/07362998608809101

zbMATH Keywords

Schauder fixed point theoremsuccessive approximationsMcShane integralsOsgood type existence and uniqueness results

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fixed-point theorems (47H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3457949 (Why is no real title available?)
• scientific article; zbMATH DE number 3627836 (Why is no real title available?)
• On the successive approximation of solutions of stochastic differential equations
• Stochastic Integrals and Stochastic Functional Equations
• Stochastic differential equations

Cited in

(5)

• On the existence and uniqueness of solutions of McShane type stochastic differential equations
• Global existence of solutions for perturbed differential equations
• scientific article; zbMATH DE number 24778 (Why is no real title available?)
• scientific article; zbMATH DE number 4090493 (Why is no real title available?)
• On the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane's stochastic integral equations

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