Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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UNIFORM Lp-CONTINUITY OF THE SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS

  • Kim, Young-Ho (Department of Mathematics, Changwon National University)
  • Received : 2012.10.26
  • Accepted : 2013.02.08
  • Published : 2013.05.30
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Abstract

This note is concerned with the uniform $L^p$-continuity of solution for the stochastic differential equations under Lipschitz condition and linear growth condition. Furthermore, uniform $L^p$-continuity of the solution for the stochastic functional differential equation is given.

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References

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