The existence and uniqueness of solution for a class of stochastic functional equations on S. P. space (Q5959685)
From MaRDI portal
scientific article; zbMATH DE number 1721670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The existence and uniqueness of solution for a class of stochastic functional equations on S. P. space |
scientific article; zbMATH DE number 1721670 |
Statements
The existence and uniqueness of solution for a class of stochastic functional equations on S. P. space (English)
0 references
18 June 2002
0 references
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.
0 references
stochastic functional equation
0 references
stochastic differential equation
0 references