The existence and uniqueness of solutions to stochastic differnetial–difference equations
From MaRDI portal
Publication:3347047
DOI10.1080/07362998408809041zbMath0553.60056OpenAlexW2015946453MaRDI QIDQ3347047
Publication date: 1984
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998408809041
existence and uniqueness theoremstochastic differential-difference equationstochastic integral contractor
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)
Related Items
A second-order Monte Carlo method for the solution of the Ito stochastic differential equation ⋮ Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory