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Stochastic Analysis and Applications Volume 2, 1984 - Issue 3
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Original Articles

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

B.G. Zhang Department of Mathematics, Shandong College of Oceanology, Qingdao, The People's Republic of China
&
W.J. Padgett Department of Mathematics and Statistics, University of South Carolina, Columbia, SC, 29208, USA
Pages 335-345 | Published online: 03 Apr 2007

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Read on this site (2)

T. E. Govindan & M. C. Joshi. (1992) Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory. Numerical Functional Analysis and Optimization 13:3-4, pages 249-265.
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D.C. Haworth & S.B. Pope. (1986) A second-order Monte Carlo method for the solution of the Ito stochastic differential equation. Stochastic Analysis and Applications 4:2, pages 151-186.
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Articles from other publishers (3)

Miljana Jovanovic & Svetlana Jankovic. (2009) On stochastic integrodifferential equations via non-linear integral contractors I. Filomat 23:3, pages 167-180.
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Peter E. Kloeden & Eckhard PlatenPeter E. Kloeden & Eckhard Platen. 1992. Numerical Solution of Stochastic Differential Equations. Numerical Solution of Stochastic Differential Equations 103 160 .
Peter E. Kloeden & Eckhard PlatenPeter E. Kloeden & Eckhard Platen. 1992. Numerical Solution of Stochastic Differential Equations. Numerical Solution of Stochastic Differential Equations 75 102 .

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