On the existence and uniqueness of the solution processes in McShane's stochastic integral equation systems
J. M. Angulo Ibáñez; R. Gutiérrez Jáimez
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications (1988)
- Volume: 92, Issue: 7, page 1-9
- ISSN: 0246-1501
Access Full Article
top
How to cite
topAngulo Ibáñez, J. M., and Gutiérrez Jáimez, R.. "On the existence and uniqueness of the solution processes in McShane's stochastic integral equation systems." Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications 92.7 (1988): 1-9. <http://eudml.org/doc/80647>.
@article{AnguloIbáñez1988,
author = {Angulo Ibáñez, J. M., Gutiérrez Jáimez, R.},
journal = {Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications},
keywords = {stochastic integral equations; existence and uniqueness},
language = {eng},
number = {7},
pages = {1-9},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {On the existence and uniqueness of the solution processes in McShane's stochastic integral equation systems},
url = {http://eudml.org/doc/80647},
volume = {92},
year = {1988},
}
TY - JOUR
AU - Angulo Ibáñez, J. M.
AU - Gutiérrez Jáimez, R.
TI - On the existence and uniqueness of the solution processes in McShane's stochastic integral equation systems
JO - Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
PY - 1988
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 92
IS - 7
SP - 1
EP - 9
LA - eng
KW - stochastic integral equations; existence and uniqueness
UR - http://eudml.org/doc/80647
ER -
References
top- Angulo Ibañez, J.M.: "Notas sobre los teoremas de existencia de integrales de McShane de primer y segundo orden". XIV Congreso Nacional de Estadistica, Investigación Operativa e Informàtica. (Granada, 1984).
- Bharucha-Reid, A.T.: "Random Integral Equations". Ac. Press.New York, 1972, Zbl0327.60040MR443086
- Elworthy, K.D.: "Stochastic Differential Equations on Manifolds". Lon-Math. Soc. Lecture Notes Series70. Cambridge University Press,1982. Zbl0514.58001MR675100
- McShane, E.J.: "Stochastic Calculus and Stochastic Models". Ac. Press. New York, 1974. Zbl0292.60090MR443084
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.