The existence and uniqueness of solution to Cauchy problem for functional-differential equations with respect to a semimartingale (Q1921694)
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scientific article; zbMATH DE number 923044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The existence and uniqueness of solution to Cauchy problem for functional-differential equations with respect to a semimartingale |
scientific article; zbMATH DE number 923044 |
Statements
The existence and uniqueness of solution to Cauchy problem for functional-differential equations with respect to a semimartingale (English)
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30 October 1996
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The paper presents an existence and uniqueness theorem for the solution of a Cauchy problem for functional-differential equations with respect to a semimartingale when the operator is stochastically continuous and has a stochastic functional contractor (a generalization of the notion of an integral contractor).
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stochastic functional-differential equations
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Cauchy problem
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semimartingale
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