AN EXISTENCE AND UNIQUENESS THEOREM OF STOCHASTIC DIFFERENTIAL EQUATIONS AND THE PROPERTIES OF THEIR SOLUTION

DOI10.14317/JAMI.2019.491zbMath1449.60093OpenAlexW3122095268MaRDI QIDQ5213498

Young-Ho Kim, Mun-Jin Bae, Chanho Park

Publication date: 3 February 2020

Full work available at URL: http://www.koreascience.or.kr:80/article/JAKO201928462662766.pdf

zbMATH Keywords

Hölder inequalityHölder conditionmoment inequalityStachurska inequalityweakened linear growth condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (3)

Operator-valued stochastic differential equations in the context of Kurzweil-like equations ⋮ Unnamed Item ⋮ Unnamed Item

Cites Work

• A note on the existence and uniqueness of the solutions to SFDES
• A note on the solutions of neutral SFDEs with infinite delay
• The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
• Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
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