Monotone iterative technique for 1-dimensional Itô-volterra integral equations†

DOI10.1080/07362999108809241MaRDI QIDQ3985883zbMATH OpenOpenAlexFDO

Authors Jai Heui Kim, Ki Sik Ha

Publication date 27 June 1992

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

Full work available at URL https://doi.org/10.1080/07362999108809241

zbMATH Keywords

comparison theoremminimal and maximal solutionsmonotone iterative techniquesVolterra equation driven by semimartingales

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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• On the method of sample upper and lower solutions for stochastic differential equations
• On Volterra equations driven by semimartingales
• Random differential inequalities
• Volterra equations driven by semimartingales

Cited in

(3)

• scientific article; zbMATH DE number 4126430 (Why is no real title available?)
• A note on monotone iterative technique for one-dimensional stochastic differential equations
• scientific article; zbMATH DE number 1925976 (Why is no real title available?)

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