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Avtomatika i Telemekhanika, 1985, Issue 5, Pages 87–96
(Mi at6958)
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Stochastic Systems
Regularity of solutions of stochastic equations for systems with aftereffect
A. E. Rodkina Voronezh
Abstract:
For stochastic differential after-effect Ito equations theorems in existence and uniqueness of a strong solution are proved in the case where the Lipschitz condition and that of linear growth for the coefficients in the right-hand side of the equation are replaced by less stringent assumptions such as Osgood solutions. The proof proceeds by a modified Lyapunov method.
Received: 06.12.1984
Citation:
A. E. Rodkina, “Regularity of solutions of stochastic equations for systems with aftereffect”, Avtomat. i Telemekh., 1985, no. 5, 87–96; Autom. Remote Control, 46:5 (1985), 617–625
Linking options:
https://www.mathnet.ru/eng/at6958 https://www.mathnet.ru/eng/at/y1985/i5/p87
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Abstract page: | 92 | Full-text PDF : | 39 |
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