Quantitative results for perturbed stochastic differential equations.

We give a sufficient condition on the coefficients of a class of infinite horizon backward doubly stochastic differential equations (BDSDES), under which the infinite horizon BDSDES have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations.

Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients

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.

Introduction to the Theory of the It $\hat{o}$ -type Stochastic Integrals and Stochastic Differential Equations

Svetlana Janković (1998)

Zbornik Radova

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Existence and stability of solutions for nonautonomous stochastic functional evolution equations.

Fu, Xianlong (2009)

Journal of Inequalities and Applications [electronic only]

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Volterra equations with fractional stochastic integrals.

El-Borai, Mahmoud M., El-Nadi, Khairia El-Said, Mostafa, Osama L., Ahmed, Hamdy M. (2004)

Mathematical Problems in Engineering

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