On existence and uniqueness properties for solutions of stochastic fixed point equations

DOI10.3934/dcdsb.2020320zbMath1462.60096arXiv1908.03382OpenAlexW2967488697MaRDI QIDQ2033965

Arnulf Jentzen, Lukas Gonon, Christian Beck, Martin Hutzenthaler

Publication date: 18 June 2021

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.03382

zbMATH Keywords

stochastic differential equationsFeynman-Kac formulastochastic analysisstochastic fixed point equationsKolmogorov partial differential equationsmultilevel Picard approximations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other nonlinear integral equations (45G10) Fixed-point theorems (47H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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