A Kind of Boundary Value Problems for Stochastic Differential Equations

A Kind of Boundary Value Problems for Stochastic Differential Equations

Year:    2018

Author:    Ling Hu, Zheng Wu, Zhangzhi Wei, Lianglong Wang

Communications in Mathematical Research , Vol. 34 (2018), Iss. 3 : pp. 205–211

Abstract

In this paper we discuss stochastic differential equations with a kind of periodic boundary value conditions (in sense of mean value). Appealing to the decomposition of equations, the existence of solutions is obtained by using the contraction mapping principle and Leray-Schauder fixed point theorem, respectively.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.13447/j.1674-5647.2018.03.02

Communications in Mathematical Research , Vol. 34 (2018), Iss. 3 : pp. 205–211

Published online:    2018-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    7

Keywords:    stochastic differential equation Leray-Schauder fixed point theorem boundary value problem contraction mapping principle

Author Details

Ling Hu

Zheng Wu

Zhangzhi Wei

Lianglong Wang