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.
References
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RygułaI. (1990). On the estimations of solution of delated stochastic differential equations. Annales Mathematicae Silesianae, 3, 91-98. Retrieved from https://journals.us.edu.pl/index.php/AMSIL/article/view/14307
Irena Ryguła
Instytut Matematyki, Uniwersytet Śląski w Katowicach Poland
Instytut Matematyki, Uniwersytet Śląski w Katowicach Poland
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