Measure of noncompactness and application to stochastic differential equations

被引：0
|
作者：
Dehici, Abdelkader [1 ,2 ]
Redjel, Nadjeh [1 ,2 ]
机构：
[1] Univ Souk Ahras, Lab Informat & Math, POB 1553, Souk Ahras 41000, Algeria
[2] Univ Constantine 1, Dept Math, Constantine 25000, Algeria
来源：
ADVANCES IN DIFFERENCE EQUATIONS | 2016年
关键词：
Wiener process; Ito integral; Banach space; fixed point; existence; uniqueness; measure of noncompactness; condensing operators; Kirk's process;
D O I：
10.1186/s13662-016-0748-z
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we study the existence and uniqueness of the solution of stochastic differential equation by means of the properties of the associated condensing nonexpansive random operator. Moreover, by taking account of the results of Diaz and Metcalf, we prove the convergence of Kirk's process to this solution for small times.
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页码：1 / 17
页数：17
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