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

DOI10.1080/07362998608809101zbMath0619.60059OpenAlexW2077009827MaRDI QIDQ3756244

Seppo Seikkala, Gangaram S. Ladde

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

successive approximationsSchauder fixed point theoremMcShane 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)

Related Items (2)

Global existence of solutions for perturbed differential equations ⋮ On the existence and uniqueness of solutions of McShane type stochastic differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Stochastic differential equations
• Stochastic Integrals and Stochastic Functional Equations
• On the successive approximation of solutions of stochastic differential equations

This page was built for publication: Existence, Uniqueness, and Upper Estimates for Solutions of Mcshane Type Stochastic Differential Systems