On the maximal and minimal solutions of a nonlocal problem of a delay stochastic differential equation
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DOI:
https://doi.org/10.26637/mjm403/020Abstract
In this paper we are concerned with a problem of of a delay stochastic differential equation with nonlocal condition, the solution is represented as stochastic integral equation that contain mean square Riemann integral. We study the existence of at least mean square continuous solution for this problem. The existence of the maximal and minimal solutions will be proved.
Keywords:
Nonlocal condition, delay equation, random Caratheodory function, stochastic Lebesgue dominated convergence theorem, at least mean square continuous solution, maximal solution, minimal solutionMathematics Subject Classification:
39B55, 39B52, 39B82- Pages: 497-504
- Date Published: 01-07-2016
- Vol. 4 No. 03 (2016): Malaya Journal of Matematik (MJM)
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