Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Svetlana Janković, Miljana Jovanović (2000)
Publications de l'Institut Mathématique
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Svetlana Janković, Miljana Jovanović (2000)
Publications de l'Institut Mathématique
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Tudor, Ciprian A. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Luo, S.J., Walsh, B. (2002)
Electronic Journal of Probability [electronic only]
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Sonoc, C. (1998)
Portugaliae Mathematica
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Denis, Laurent, Stoica, L. (2004)
Electronic Journal of Probability [electronic only]
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Dorel Barbu, Gheorghe Bocşan (2002)
Czechoslovak Mathematical Journal
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In the present paper, using a Picard type method of approximation, we investigate the global existence of mild solutions for a class of Ito type stochastic differential equations whose coefficients satisfy conditions more general than the Lipschitz and linear growth ones.
Fu, Xianlong (2009)
Journal of Inequalities and Applications [electronic only]
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Stoyanov, Jordan, Botev, Dobrin (1996)
Journal of Applied Mathematics and Stochastic Analysis
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Marco Ferrante, Marta Sanz-Solé (2006)
ESAIM: Probability and Statistics
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We study strictly parabolic stochastic partial differential equations on , ≥ 1, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give sufficient conditions on the correlation of the noise ensuring Hölder continuity for the trajectories of the solution of the equation. For self-adjoint operators with deterministic coefficients, the mild and weak formulation of the equation are...