scientific article; zbMATH DE number 13603

MaRDI QIDQ3978063zbMATH OpenFDO

Authors Irena Ryguła

Publication date 25 June 1992

zbMATH Keywords

delated stochastic differential equationsmultiplicative local integrable martingalesuniqueness for stochastic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Nonlinear differential equations in abstract spaces (34G20) Stochastic integral equations (60H20)

Recommendations

• Moment estimates of solutions of neutral stochastic differential equations with unbounded delay
• Existence and uniqueness of the solutions of delay stochastic integral equations
• Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations
• On Stochastic Functional-Differential Equations with Unbounded Delay
• Approximate solutions for a class of delay stochastic differential equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3978063)