Necessary conditions of optimality for a class of stochastic differential equations on UMD Banach spaces

2018 ◽  
Vol 38 (1-2) ◽  
pp. 15
Author(s):  
N.U. Ahmed
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Banach Spaces ◽  
Necessary Conditions ◽  
Necessary Conditions Of Optimality ◽  
Umd Banach Spaces

scholarly journals Some Existence Results for Systems of Impulsive Stochastic Differential Equations

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Sliman Mekki ◽  
Tayeb Blouhi ◽  
Juan J. Nieto ◽  
Abdelghani Ouahab
Keyword(s):  
Fixed Point ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Banach Spaces ◽  
Existence And Uniqueness ◽  
Fixed Point Theorems ◽  
Sufficient Conditions ◽  
Existence Results ◽  
Impulsive Systems ◽  
Uniqueness Of Solutions

Abstract In this paper we study a class of impulsive systems of stochastic differential equations with infinite Brownian motions. Sufficient conditions for the existence and uniqueness of solutions are established by mean of some fixed point theorems in vector Banach spaces. An example is provided to illustrate the theory.

scholarly journals On the solutions of set-valued Stochastic differential equations in M-type 2 Banach spaces

2009 ◽  
Vol 61 (3) ◽  
pp. 417-440 ◽  
Author(s):  
Jinping Zhang ◽  
Shoumei Li ◽  
Itaru Mitoma ◽  
Yoshiaki Okazaki
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Banach Spaces
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