This paper is devoted to the study of approximation of the solution for the differential equation whose coefficients are almost period functions. To this end the authors establish the estimation of the solution of gen...This paper is devoted to the study of approximation of the solution for the differential equation whose coefficients are almost period functions. To this end the authors establish the estimation of the solution of general linear differential equation for infinite interval case. For finite interval case, this equation was investigated by G. Tamarkin([1]) applying the Picard method of successive approximation.展开更多
This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in t...This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov＇s continuity criterion.展开更多
文摘This paper is devoted to the study of approximation of the solution for the differential equation whose coefficients are almost period functions. To this end the authors establish the estimation of the solution of general linear differential equation for infinite interval case. For finite interval case, this equation was investigated by G. Tamarkin([1]) applying the Picard method of successive approximation.
基金supported by NSF (10971076 and 11061032) of ChinaScience and Technology Research Projects of Hubei Provincial Department of Education (Q20132505)
文摘This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov＇s continuity criterion.
