Existence and uniqueness of the solutions of delay stochastic integral equations

DOI10.1080/07362998908809167zbMath0668.60056OpenAlexW2019796955WikidataQ126240188 ScholiaQ126240188MaRDI QIDQ3821373

Xuerong Mao

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/07362998908809167

zbMATH Keywords

stochastic delay equationssemimartingaleDoleans-Dade's equation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

Related Items (12)

Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales ⋮ Exponential stability for stochastic differential equations with respect to semimartingales ⋮ Exponential stability in mean square for stochastic differential equations ⋮ Approximate solutions for a class of delay stochastic differential equations ⋮ Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments ⋮ Stochastic control for BSDEs and ABSDEs with Markov chain noises ⋮ ALMOST SURE EXPONENTIAL STABILITY OF DELAY EQUATIONS WITH DAMPED STOCHASTIC PERTURBATION ⋮ Solutions of stochastic differential-functional equations via bounded stochastic integral contractors ⋮ Polynomial stability for perturbed stochastic differential equations with respect to semimartingales ⋮ Approximate solutions for a class of stochastic evolution equations with variable delays ⋮ A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters ⋮ On anticipated backward stochastic differential equations with Markov chain noise

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