Solvability of a stochastic differential equation with nonlocal and integral conditions

zbMATH Open1391.60135MaRDI QIDQ4568448FDOQ4568448

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

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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)

Cites Work

• Random fixed point theorems with an application to random differential equations in Banach spaces
• Existence of solutions for nonlinear fractional stochastic differential equations
• On the uniqueness of solutions of stochastic differential equations
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• Theorem about the existence and uniqueness of a solution of a nonlocal abstract cauchy problem in a banach space
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• Stochastic Integrals and Derivatives
• Uniformly stable solution of a nonlocal problem of coupled system of differential equations
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Cited In (10)

• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
• Stochastic differential equations with nonlocal sample dependence
• Existence and Uniqueness of a Stationary Solution of a Nonlinear Stochastic Differential Equation with Memory
• Title not available (Why is that?)
• On the existence of solutions of two differential equations with a nonlocal condition
• Conditional differential equations
• 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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