Existence-uniqueness and continuation theorems for stochastic functional differential equations

DOI10.1016/j.jde.2008.03.029zbMath1161.34055OpenAlexW2059378472MaRDI QIDQ944312

Dao Yi Xu, Yu-Mei Huang, ZhiGuo Yang

Publication date: 16 September 2008

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2008.03.029

zbMATH Keywords

existenceuniquenesscontinuation theoremstochastic functional differential equationsmaximal solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) General theory of functional-differential equations (34K05)

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