An operator-valued stochastic integral, III
D. Kannan (1972)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Hilbert-valued anticipating stochastic differential equations”
An operator-valued stochastic integral, III
On the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane's stochastic integral equations.
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In this paper we use the Schauder fixed point theorem and methods of integral inequalities in order to prove a result on the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane stochastic integral equations.
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