Stochastic functional partial differential equations of first order

Jan Turo

doi:10.1080/07362996608809437

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Stochastic functional partial differential equations of first order

Jan Turo

Year: 1996 Journal: Stochastic Analysis and Applications Vol: 14 (2)Pages: 245-256 Publisher: Taylor & Francis

DOI: 10.1080/07362996608809437

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Abstract

Local or global solutions to first order stochastic functional partial differential equations of Ito type are investigated. The proofs are based on the characteristics and the successive approximations methods.The formulation includes retarded arguments and hereditary Volterra terms

Keywords:

Mathematics Stochastic partial differential equation Applied mathematics Mathematical proof Order (exchange) Type (biology) Partial differential equation Stochastic differential equation First order Functional analysis Differential equation Mathematical analysis

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Differential Equations and Numerical Methods

Physical Sciences → Mathematics → Numerical Analysis

Differential Equations and Boundary Problems

Physical Sciences → Mathematics → Applied Mathematics

Stochastic functional partial differential equations of first order

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