Résumé

In this paper, we study the existence and uniqueness of the solution of stochastic
differential equation by means of the properties of the associated condensing
nonexpansive random operator. Moreover, by taking account of the results of Diaz
and Metcalf, we prove the convergence of Kirk’s process to this solution for small
times.

Information

Item Type:	Journal
Divisions:	» Laboratoire d’Informatique et Mathématiques
ePrint ID:	906
Date Deposited:	2017-10-01
Further Information:	Google Scholar
URI:	https://www.univ-soukahras.dz/fr/publication/article/906

BibTex