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ahmed-stat · 2013-09-10, 17:35

من فضلكم احتاج المقال الذي رابطه
Existence and uniqueness of solutions for stochastic impulsive differential equations‏

worldscientific.

ahmed-stat · 2013-09-10, 23:13

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Amine_z · 2013-09-11, 20:58

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المشاركة الأصلية كتبت بواسطة ahmed-stat

من فضلكم احتاج المقال الذي رابطه
Existence and uniqueness of solutions for stochastic impulsive differential equations‏

worldscientific.

https://www.gulfup.com/?1mIvEq

ahmed-stat · 2013-09-11, 23:21

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knovel · 2013-09-12, 10:23

Existence and uniqueness of solutions of stochastic functional differential equations
Max-K. von Renesse, Michael Scheutzow
(Submitted on 9 Dec 2008 (v1), last revised 20 Nov 2009 (this version, v2))

We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for each initial condition. Our results extend those of previous works. For local existence and uniqueness, we only require the coefficients to be continuous and to satisfy a one-sided local Lipschitz (or monotonicity) condition. In an appendix we formulate and prove four lemmas which may be of independent interest: three of them can be viewed as rather general stochastic versions of Gronwall's Lemma, the final one - which we call Dereich-Lemma - provides tail bounds for Hoelder norms of stochastic integrals.

Comments: Lemma 5.4. corrected
Subjects: Probability (math.PR)
MSC classes: 34K05, 34K28, 60H10
Cite as: arXiv:0812.1726 [math.PR]
(or arXiv:0812.1726v2 [math.PR] for this version)
Submission history
From: Max-K. von Renesse [view email]
[v1] Tue, 9 Dec 2008 16:08:10 GMT (16kb)
[v2] Fri, 20 Nov 2009 10:09:19 GMT (17kb

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Amine_z · 2013-09-12, 11:15

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l'article est complet mon frere , essayer d'utiliser Acrobat reader afin de le visualiser

ahmed-stat · 2013-09-12, 12:42

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ahmed-stat · 2013-09-12, 20:43

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