The existence and uniqueness of solutions to stochastic differnetial–difference equations

Abstract

The concept of an integral contractor is utilized to obtain very general conditions for the existence and uniqueness of solutions to a stochastic differential-difference equation of the form for t ≥ 0, In this equation w(t) is a Weiner process and x(t) denotes a stochastic process.

Keywords:

• Existence and Uniqueness of Solutions
• Integral Contractor
• Weiner Process

^∗Research done while visiting Department of Mathematics and Statistics at the University of South Carolina, Columbia, SC.

^∗Research done while visiting Department of Mathematics and Statistics at the University of South Carolina, Columbia, SC.

Notes

^∗Research done while visiting Department of Mathematics and Statistics at the University of South Carolina, Columbia, SC.