On the existence and uniqueness of solutions of McShane type stochastic differential equations

DOI10.1080/07362999808809528zbMath0907.60054OpenAlexW1980498906MaRDI QIDQ4395789

Adrian Constantin

Publication date: 18 February 1999

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

Full work available at URL: https://doi.org/10.1080/07362999808809528

zbMATH Keywords

Schauder fixed point theoremMcShane type stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Unnamed Item
• Differential inequalities and stability and boundedness of stochastic differential equations
• Stochastic differential equations
• Über die partielle Differentialgleichung \(f(x,y){\partial z\over\partial x}+g(x,y){\partial z\over\partial y}=h(x,y)\)
• Existence, Uniqueness, and Upper Estimates for Solutions of Mcshane Type Stochastic Differential Systems
• Stochastic Integrals and Stochastic Functional Equations
• TOWARD A STOCHASTIC CALCULUS, II
• TOWARD A STOCHASTIC CALCULUS, I

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