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The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation
School of Mathematics and Information Science, Northwest Normal University, Lanzhou, Gansu 730070, People’s Republic of China
School of Mathematics and Information Science, Northwest Normal University, Lanzhou, Gansu 730070, People’s Republic of China
- 1 School of Mathematics and Information Science, Northwest Normal University, Lanzhou, Gansu 730070, People’s Republic of China
- 2 School of Mathematics and Information Science, Northwest Normal University, Lanzhou, Gansu 730070, People’s Republic of China
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Abstract
The objective of this paper is to attempt to apply the theoretical techniques of probabilistic functional analysis to answer the question of existence and Uniqueness of a Random Solution to It? Stochastic Integral Equation. Another type of stochastic integral equation which has been of considerable importance to applied mathematicians and engineers is that involving the It? or It?-Doob form of stochastic integrals.
KeywordsItôIntegralBrownian MotionProbabilistic Functional AnalysisBanach Space
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