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On the Uryson type of stochastic integral equations

Published online by Cambridge University Press:  24 October 2008

S. T. Hardiman  and
Chris P. Tsokos
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Abstract

An investigation of the random or stochastic integral equations of the form

and

is presented, where ω ∈ Ω, the supporting set of the probability measure space (Ω, A, P). The existence and uniqueness of a random solution, a second-order stochastic process, of the equations is considered. Several theorems utilizing fixed point theorems and successive stochastic approximations give sufficient conditions for the existence of a random solution.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 76 , Issue 1 , July 1974 , pp. 297 - 305
Copyright
Copyright © Cambridge Philosophical Society 1974

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References

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