Delayed Interval-Valued Symmetric Stochastic Integral Equations
Year: 2024
Type: article
Abstract: In this paper, delayed stochastic integral equations with an initial condition and a drift coefficient given as interval-valued mappings are considered. These equations have a certain symmetric form that distinguishes them from classical single-valued stochastic integral equations and has implications for the properties of the diameter of the values of the solutions of the equations. The main result of the paper is the theorem that there is a unique solution to the equation considered. It was obtained under the assumptions of continuity of the kernels and Lipschitz continuity of the drift and diffusion coefficients. The proof of the existence of the solution is carried out by the method of iterating successive approximations. The paper ends with theorems about the continuous dependence of the solution on the initial function, kernels and nonlinearities.
Source: Symmetry
DOI: 10.3390/sym16101348
Author: Marek T. Malinowski
Institution: Cracow University of Technology
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $2,728
OpenAlex ID: W4403336229