scientific article; zbMATH DE number 862392
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Publication:4871604
zbMATH Open0841.60044MaRDI QIDQ4871604FDOQ4871604
Authors: Alexandra Rodkina
Publication date: 14 May 1996
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averaging principlestochastic functional-differential equationexistence of a unique strong solutionmonotonicity and coerciveness restrictions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) General theory of stochastic processes (60G07)
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- Notion of blowup of the solution set of differential equations and averaging of random semigroups
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- Stochastic regularization effects of semi-martingales on random functions
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- The existence and uniqueness of solution to Cauchy problem for functional-differential equations with respect to a semimartingale
- Fonctions de semimartingales et applications aux equations differentielles stochastiques
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