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

DOI10.1080/07362998608809101zbMATH Open0619.60059OpenAlexW2077009827MaRDI QIDQ3756244FDOQ3756244

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

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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)

Cites Work

• On the successive approximation of solutions of stochastic differential equations
• Stochastic differential equations
• Title not available (Why is that?)
• Stochastic Integrals and Stochastic Functional Equations
• Title not available (Why is that?)

Cited In (5)

• On the existence and uniqueness of solutions of McShane type stochastic differential equations
• Global existence of solutions for perturbed differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane's stochastic integral equations

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