Existence and uniqueness of the solutions of delay stochastic integral equations

DOI10.1080/07362998908809167zbMath0668.60056MaRDI QIDQ3821373

Xuerong Mao

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/07362998908809167

zbMATH Keywords

stochastic delay equations; semimartingale; Doleans-Dade's equation

Mathematics Subject Classification ID

60G44: Martingales with continuous parameter

60H20: Stochastic integral equations

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