On the maximal and minimal solutions of a stochastic differential equation

zbMATH Open1370.34139MaRDI QIDQ5359461FDOQ5359461

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

Publication date: 25 September 2017

Full work available at URL: http://fcag-egypt.com/Journals/EJMAA/Vol5(2)_Papers/Volume5(2)_Paper20_Abstract.html

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zbMATH Keywords

Brownian motionstochastic integralsminimal solutionmean square continuous solutionmax imal solutionrandom Caratheodory functionstochastic Lebesgue dominated convergence theorem

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stochastic functional-differential equations (34K50)

Cited In (8)

• Homotopy Analysis Method for Stochastic Differential Equations with Maxima
• On stochastic equation describing the one-sided moving average process and minimax estimation problem
• Title not available (Why is that?)
• A stochastic fixed point equation for weighted minima and maxima
• Solvability of a stochastic differential equation with nonlocal and integral conditions
• Extremal Properties of Solutions of Stochastic Equations
• ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
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