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arXiv · 1211.1249

New Existence Theorems about the Solutions of Some Stochastic Integral Equations

Xuemei Chen·Yingying Qi·Chunyan Yang
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Abstract

Picard's iteration has been used to prove the existence and uniqueness of the solution for stochastic integral equations, here we use Schauder's fixed point theorem to give a new existence theorem about the solution of a stochastic integral equation, our theorem can weak some conditions gotten by applying Banach's fixed point theorem.

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Xuemei Chen, Yingying Qi, Chunyan Yang. 2012-11-06. New Existence Theorems about the Solutions of Some Stochastic Integral Equations. https://arxiv.org/abs/1211.1249

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