Solvability of a stochastic differential equation with nonlocal and integral conditions

MaRDI QIDQ4568448zbMATH OpenFDO

Authors M. El-Gendy, A. M. A. El-Sayed

Publication date 21 June 2018

Full work available at URL http://www.math.spbu.ru/diffjournal/EN/numbers/2017.3/article.1.3.html

zbMATH Keywords

continuous dependencenonlocal conditionintegral conditionrandom datanonlocal coefficientsunique mean square solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Cites work

• scientific article; zbMATH DE number 2076662 (Why is no real title available?)
• scientific article; zbMATH DE number 6283999 (Why is no real title available?)
• Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions
• Existence of solution of a coupled system of differential equation with nonlocal conditions
• Existence of solutions for nonlinear fractional stochastic differential equations
• Existence of solutions for semilinear neutral stochastic functional differential equations with nonlocal conditions
• Fixed point theorems in probabilistic analysis
• Investigation of the nonlocal initial boundary value problems for some hyperbolic equations
• Lectures on topics in stochastic differential equations
• On the uniqueness of solutions of stochastic differential equations
• Random differential equations in science and engineering
• Random fixed point theorems with an application to random differential equations in Banach spaces
• Stochastic Integrals and Derivatives
• Theorem about the existence and uniqueness of a solution of a nonlocal abstract cauchy problem in a banach space
• Uniformly stable solution of a nonlocal problem of coupled system of differential equations

Cited in

(10)

• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
• Stochastic differential equations with nonlocal sample dependence
• On the existence of solutions of two differential equations with a nonlocal condition
• Existence and Uniqueness of a Stationary Solution of a Nonlinear Stochastic Differential Equation with Memory
• Conditional differential equations
• scientific article; zbMATH DE number 1409843 (Why is no real title available?)
• Adapted solutions and continuous dependence for nonlinear stochastic differential equations with terminal condition
• Solvability of the stochastic Degasperis-Procesi equation
• On the maximal and minimal solutions of a stochastic differential equation
• A Peano-like theorem for stochastic differential equations with nonlocal sample dependence

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