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The Australian Journal of Mathematical Analysis and Applications
ISSN 1449-5910 |
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Paper Title:
On Almost Sure Convergence of Successive Approximations Sequences for the Solutions of Some Integro-differential Stochastic Equations
Author(s):
Romeo Negrea
Department of Mathematics,
Politehnica University of Timisoara,
P-ta Victoriei 2, 300006, Timisoara,
Romania.
E-mail: romeo.negrea@upt.ro
Abstract:
We show that the sequence of successive approximations converges almost surely to the unique bounded random solution x(t,ω) of a nonlinear stochastic integro-differential equation for each t∈R+. We will use the renormalization of the space C(R+,L2(ω,K, P)).
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