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On a random solution of a nonlinear perturbed stochastic integral equation of the Volterra type
Published online by Cambridge University Press: 17 April 2009
Abstract
The object of this present paper is to study a nonlinear perturbed stochastic integral equation of the form
where ω ∈ Ω, the supporting set of the complete probability measure space (Ω A, μ). We are concerned with the existence and uniqueness of a random solution to the above equation. A random solution, x(t; ω), of the above equation is defined to be a vector random variable which satisfies the equation μ almost everywhere.
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- Copyright © Australian Mathematical Society 1973
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