On existence and local stability of solutions of stochastic differential equations

DOI10.1081/SAP-120000218zbMath1001.60062MaRDI QIDQ2758165

Zeng-Jing Chen

Publication date: 4 December 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationstrong solutionmeasure of non-compactness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• On existence,asymptotic behaviour and stability of solutions of stochastic integral equations
• On the existence and unicity of solutions of stochastic integral equations