Existence,Uniqueness, and Upper Estimates for Solutions of Mcshane Type Stochastic Differential Systems |
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| Authors: | GS Ladde S Seikkala |
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| Institution: | 1. Department of Mathematics , The University of Texas at Arlington , Arlington, Texas, 76019, U.S.A;2. Department of Mathematics , Faculty of Technology University of Oulu , Oulu, 90570, Finland |
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| Abstract: | A system of stochastic differential equations of McShane type is studied. The Schauder fixed point theorem is applied to obtain existence of solutions and Osgood type existence and uniqueness results are derived using successive approximations. The noise processes are not required to be martingales or quasimartingales. As a byproduct of our approach, upper estimates for solutions of McShane type stochastic differential systems are obtained |
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