Derivation of the existence theorem of the solution of the stochastic functional differential equation using conditions given partial weights

MaRDI QIDQ6638544

Young Ho Kim

Publication date: 14 November 2024

Published in: The Australian Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Hölder inequalitystochastic functional differential equationmoment inequalityStachurska's inequalityWillett and Wong's inequality

Mathematics Subject Classification ID

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

Cites Work

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• Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay
• AN EXISTENCE AND UNIQUENESS THEOREM OF STOCHASTIC DIFFERENTIAL EQUATIONS AND THE PROPERTIES OF THEIR SOLUTION
• On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series
• Carathéodory’s approximate solution to stochastic differential delay equation

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