Existence of solutions of functional stochastic differential inclusions
نویسندگان
چکیده
منابع مشابه
Existence and uniqueness of solutions of stochastic functional differential equations
We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for each initial condition. Our results extend those of previous works. For local existence and uniqueness, we only require the coefficients to be continuous and ...
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1 Center for Integrative Genetics (CIGENE), Norwegian University of Life Sciences, 1432 Aas, Norway 2Department of Mathematical Sciences and Technology, Norwegian University of Life Sciences, 1432 Aas, Norway 3Department of Algebra and Geometry, Tambov State University, 392000 Tambov, Russia 4Department of Higher Mathematics, Faculty of Electronics and Computer Sciences, Moscow State Forest Uni...
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ژورنال
عنوان ژورنال: Tamkang Journal of Mathematics
سال: 2002
ISSN: 2073-9826,0049-2930
DOI: 10.5556/j.tkjm.33.2002.302