On the maximal and minimal solutions of a stochastic differential equation

MaRDI QIDQ5359461zbMATH OpenFDO

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

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)

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