scientific article; zbMATH DE number 175682

MaRDI QIDQ4038575zbMATH OpenFDO

Authors Arcady Ponosov

Publication date 18 May 1993

zbMATH Keywords

existence and uniqueness of the solutionsstochastic integro-differential equationsstochastically compact operators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

[For the entire collection see Zbl 0718.00007.] Some notions of the theory of usual differential equations are transfered to the stochastic situation. The author defines the family of the stochastically compact and local operators on the random processes and considers the equation \(dx=F(x)dz\) with such an operator \(F\) and given semimartingale \(Z\). The existence and uniqueness of the solutions are treated. As a particular case integro-differential equations and neutral type equations are considered.

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