Published: 1990-01-30

On the estimations of solution of delated stochastic differential equations

Irena Ryguła

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.

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Ryguła, I. (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

Domyślna okładka

Vol. 3 (1990)
Published: 1990-01-30


ISSN: 0860-2107
eISSN: 2391-4238
Ikona DOI 10.1515/amsil

Publisher
University of Silesia Press

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