Abstract
AbstractWe study the equation dY(t)/dt = f(Y(t), Eh(Y(t))) for random initial conditions, where E denotes the expected value. It turns out that in contrast to the deterministic case local Lipschitz continuity of f and h are not sufficient to ensure uniqueness of the solutions. Finally we also state some sufficient conditions for uniqueness.
Publisher
Cambridge University Press (CUP)
Subject
General Mathematics,Statistics and Probability
Cited by
33 articles.
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