Continuous dependence of the solution of a stochastic differential equation with nonlocal conditions
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DOI:
https://doi.org/10.26637/mjm403/019Abstract
In this paper we are concerned with a nonlocal problem of a stochastic differential equation that contains a Brownian motion. The solution contains both of mean square Riemann and mean square Riemann-Steltjes integrals, so we study an existence theorem for unique mean square continuous solution and its continuous dependence of the random data X 0 and the (non-random data) coefficients of the
Keywords:
Integral condition, Brownian motion, unique mean square solution, continuous dependence, random data, non-random data, integral conditionMathematics Subject Classification:
39B55, 39B52, 39B82- Pages: 488-496
- Date Published: 01-07-2016
- Vol. 4 No. 03 (2016): Malaya Journal of Matematik (MJM)
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