On the Solution of a Class of Stochastic Integral Systems.
SOUTH CAROLINA UNIV COLUMBIA DEPT OF MATHEMATICS AND STATISTICS
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General stochastic integral systems involving McShane integrals are studied. These systems include classes of stochastic integro-differential systems. Existence, uniqueness, and stability of solutions to such systems are investigated using contractor theory. In particular, the results yield frequency-type conditions for the stability of a class of stochastic systems. Author
- Statistics and Probability