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

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Angulo 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

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  1. 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). 
  2. Bharucha-Reid, A.T.: "Random Integral Equations". Ac. Press.New York, 1972, Zbl0327.60040MR443086
  3. Elworthy, K.D.: "Stochastic Differential Equations on Manifolds". Lon-Math. Soc. Lecture Notes Series70. Cambridge University Press,1982. Zbl0514.58001MR675100
  4. McShane, E.J.: "Stochastic Calculus and Stochastic Models". Ac. Press. New York, 1974. Zbl0292.60090MR443084

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