On stochastic integrodifferential equations via non-linear integral contractors. I
type: Item
instance of: scholarly article
zbMATH Open document ID: 1289.60115
DOI: 10.2298/FIL0903167J
author: Miljana Jovanović
author: Svetlana Janković
published in: Filomat
publication date: 2013-10-18T00:00:00Z
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 6217131
zbMATH Keywords: nonlinear random integral contractor
zbMATH Keywords: existence and uniqueness of solutions
MaRDI profile type: Publication
full work available at URL: fil0903167j
OpenAlex ID: W2136419055
title: On stochastic integrodifferential equations via non-linear integral contractors. I
review text: The authors study existence and uniqueness of an Itō-type integro-differential equation. In the classical theory of stochastic differential equations, the Lipschitz condition ensures existence and uniqueness of the solution. In this paper, the authors generalize the Lipschitz condition by introducing nonlinear bounded random integral contractors. For more details on random integral contractors see [\textit{M. Altman}, Contractors and contractor directions. Theory and applications. A new approach to solving equations. New York - Basel: Marcel Dekker (1977; Zbl 0363.65045); \textit{H.-H. Kuo}, J. Integral Equations 1, 35--46 (1979; Zbl 0455.35073)].
reviewed by: Dora Seleši
description: scientific article; zbMATH DE number 6217131