学科分类
/ 1
3 个结果
  • 简介:ThisarticleconcernstheconstructionofapproximatesolutionsforageneralstochasticintegrodifferentialequationwhichisnotexplicitlysolvableandwhosecoeffcientsfunctionallydependonLebesgueintegralsandstochasticintegralswithrespecttomartingales.Theapproximateequationsarelinearordinarystochasticdifferentialequations,thesolutionsofwhicharedefinedonsub-intervalsofanarbitrarypartitionofthetimeintervalandconnectedatsuccessivedivisionpoints.TheclosenessoftheinitialandapproximatesolutionsismeasuredintheLp-thnorm,uniformlyonthetimeinterval.Theconvergencewithprobabilityoneisalsogiven.

  • 标签: 随机积分方程 解析逼近 线性 随机微分方程 以概率1收敛 时间间隔
  • 简介:ThispaperdealswiththeuniquenessandexistenceofperiodicsolutionsofneutralVolterraintegrodifferentialequations(1)and(2).Somenewuniqueexistencecriteriaareobtained.

  • 标签: UNIQUENESS NEUTRAL deals ARGUMENT LEMMA 扫刀