On the successive approximation of solutions of stochastic differential equations
From MaRDI portal
Publication:5905092
DOI10.1215/kjm/1250521975zbMath0484.60053MaRDI QIDQ5905092
Publication date: 1981
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250521975
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps, Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients, Successive approximations to solutions of stochastic differential equations, Successive approximations of solutions to stochastic functional differential equations, A viability theorem of stochastic semilinear evolution equations, Global existence of solutions for perturbed differential equations, Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures, The stochastic parabolic partial differential equation with non-Lipschitz coefficients on the unbounded domain, Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps, Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients, Existence, Uniqueness, and Upper Estimates for Solutions of Mcshane Type Stochastic Differential Systems
