In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral
The theory of stochastic differential equations (SDE) describes the world using differential equatio...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
AbstractIn this paper, we study the existence of random periodic solutions for semilinear stochastic...
In this paper we establish the existence and uniqueness of a solution for different types of stochas...
AbstractThe iterative solution of the stochastic differential operator equation is considered for th...
The theory of stochastic differential equation on the field of $p$-adics is initiated by Kochubei. I...
AbstractGeneralized stochastic integral from predictable operator-valued random process with respect...
AbstractSome general stochastic functional integral equations are studied. General conditions for co...
Generalized stochastic integral from predictable operator-valued random process with respect to a cy...
28 pagesInternational audienceIn this paper, we study the existence and uniqueness of solutions to s...
The theory of stochastic dynamic equations extends and unifies the theories of stochastic difference...
We propose a new method viz., using stochastic partial differential equations to study the pathwise ...
The Ito-Stratonovich theory of stochastic integration and stochastic differential equations has seve...
A b s t r a c t. In th is paper th e existence and uniqueness of stochastic solu tions of equation (...
We study the existence, uniqueness, and stability of random solutions of a general class of nonlinea...
The theory of stochastic differential equations (SDE) describes the world using differential equatio...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
AbstractIn this paper, we study the existence of random periodic solutions for semilinear stochastic...
In this paper we establish the existence and uniqueness of a solution for different types of stochas...
AbstractThe iterative solution of the stochastic differential operator equation is considered for th...
The theory of stochastic differential equation on the field of $p$-adics is initiated by Kochubei. I...
AbstractGeneralized stochastic integral from predictable operator-valued random process with respect...
AbstractSome general stochastic functional integral equations are studied. General conditions for co...
Generalized stochastic integral from predictable operator-valued random process with respect to a cy...
28 pagesInternational audienceIn this paper, we study the existence and uniqueness of solutions to s...
The theory of stochastic dynamic equations extends and unifies the theories of stochastic difference...
We propose a new method viz., using stochastic partial differential equations to study the pathwise ...
The Ito-Stratonovich theory of stochastic integration and stochastic differential equations has seve...
A b s t r a c t. In th is paper th e existence and uniqueness of stochastic solu tions of equation (...
We study the existence, uniqueness, and stability of random solutions of a general class of nonlinea...
The theory of stochastic differential equations (SDE) describes the world using differential equatio...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
AbstractIn this paper, we study the existence of random periodic solutions for semilinear stochastic...