IRENA RYGUŁA* ON THE ESTIMATIONS OF SOLUTION OF DELATED STOCHASTIC DIFFERENTIAL EQUATIONS

Abstract. The paper refers to the subject of the estimation of the difference between the solutions of two delated stochastic equations, which as a consequence gives also some criterions of the uniqueness for these equations. The results are obtained by using some integral inequalities and applying them to the more general class of equations with local integrable martingales. Introduction. In this paper we shall discuss the problem of estimate of the difference between the solutions of two delated stochastic differential equations what as a consequence gives us some criterions of uniqueness for these equations. These results generalize some known uniqueness criterions for the Ito’s differential equations (see [ 1], [2]) and give us in particular an estimate of th