The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation

Affiliation(s)

School of Mathematics and Information Science, Northwest Normal University, Lanzhou, Gansu 730070, People’s Republic of China.

School of Mathematics and Information Science, Northwest Normal University, Lanzhou, Gansu 730070, People’s Republic of China.

Abstract

The objective of this paper is to attempt to apply the theoretical techniques of probabilistic functional analysis to answer the question of existence and Uniqueness of a Random Solution to It? Stochastic Integral Equation. Another type of stochastic integral equation which has been of considerable importance to applied mathematicians and engineers is that involving the It? or It?-Doob form of stochastic integrals.

The objective of this paper is to attempt to apply the theoretical techniques of probabilistic functional analysis to answer the question of existence and Uniqueness of a Random Solution to It? Stochastic Integral Equation. Another type of stochastic integral equation which has been of considerable importance to applied mathematicians and engineers is that involving the It? or It?-Doob form of stochastic integrals.

Cite this paper

H. Alafif and C. Wang, "The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation,"*Applied Mathematics*, Vol. 3 No. 7, 2012, pp. 800-804. doi: 10.4236/am.2012.37119.

H. Alafif and C. Wang, "The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation,"

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