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ISSN 1817-2172, рег. Эл. № ФС77-39410, ВАК

Differential Equations and Control Processes
(Differencialnie Uravnenia i Protsesy Upravlenia)

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Solvability of a Stochastic Differential Equation with Nonlocal and Integral Conditions

Author(s):

A.M.A. El-Sayed

Faculty of Science
Alexandria University
Alexandria, Egypt

amasayed@alexu.edu.eg

M. E. I. El-Gendy

Faculty of Science
Damanhour University
Behera, Egypt

maysa_elgendy@yahoo.com

Abstract:

In this paper we are concerned with a stochastic differential equation with nonlocal condition. We study the existence of a unique mean square continuous solution. The continuous dependencies of the solution with respect to the random initial value and deterministic coefficients of the nonlocal condition are shown. A stochastic differential equation with an integral condition is considered as well.

Keywords

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