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Existence, Uniqueness, and Upper Estimates for Solutions of Mcshane Type Stochastic Differential Systems

 

作者: G.S. Ladde,   S. Seikkala,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1986)
卷期: Volume 4, issue 4  

页码: 409-429

 

ISSN:0736-2994

 

年代: 1986

 

DOI:10.1080/07362998608809101

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

A system of stochastic differential equations of McShane type is studied. The Schauder fixed point theorem is applied to obtain existence of solutions and Osgood type existence and uniqueness results are derived using successive approximations. The noise processes are not required to be martingales or quasimartingales. As a byproduct of our approach, upper estimates for solutions of McShane type stochastic differential systems are obtained

 

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