Monotone iterative technique for 1-dimensional Itô-volterra integral equations†

DOI10.1080/07362999108809241zbMath0758.60058OpenAlexW2035815236MaRDI QIDQ3985883

Jai Heui Kim, Ki Sik Ha

Publication date: 27 June 1992

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

Full work available at URL: https://doi.org/10.1080/07362999108809241

zbMATH Keywords

minimal and maximal solutionscomparison theoremmonotone iterative techniquesVolterra equation driven by semimartingales

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Cites Work

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• Unnamed Item
• Volterra equations driven by semimartingales
• On Volterra equations driven by semimartingales
• Random differential inequalities
• On the method of sample upper and lower solutions for stochastic differential equations
• Monotone iterative technique for 1–dimensional stochastic differential equations

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