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The existence and uniqueness of solution for a class of stochastic functional equations on S. P. space - MaRDI portal

The existence and uniqueness of solution for a class of stochastic functional equations on S. P. space (Q5959685)

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scientific article; zbMATH DE number 1721670
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The existence and uniqueness of solution for a class of stochastic functional equations on S. P. space
scientific article; zbMATH DE number 1721670

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    The existence and uniqueness of solution for a class of stochastic functional equations on S. P. space (English)
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    18 June 2002
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    Let \({\mathcal B}\) be a Banach space of all left-continuous \(({\mathcal I}_t)\)-adapted stochastic processes. The authors consider a stochastic functional equation \(X= \widetilde\Phi(X)\) with \(\widetilde\Phi:{\mathcal B}\to{\mathcal B}\). They study the existence and uniqueness of solution of this equation. This result is applied to some stochastic differential equations.
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    stochastic functional equation
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    stochastic differential equation
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