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Some remarks on the solution of SFDE. (Chinese. English summary) Zbl 0721.34095
Summary: In this paper we extend an existence theorem given by S. E. A. Mohammed [(*) Stochastic functional differential equations. Boston (1984; Zbl 0584.60066)]. Our conditions of existence of SFDE solutions are weaker than those in (*). We also give some remarks on the properties of SFDE solutions. Some probability properties of the solutions are also true under weaker conditions.
MSC:
34K50 Stochastic functional-differential equations
60H20 Stochastic integral equations
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