A Kind of Boundary Value Problems for Stochastic Differential Equations

Authors

  • Ling Hu School of Mathematical Sciences, Anhui University, Hefei, 230601
  • Zheng Wu School of Mathematical Sciences, Anhui University, Hefei, 230601
  • Zhangzhi Wei School of Mathematical Sciences, Anhui University, Hefei, 230601
  • Lianglong Wang School of Mathematical Sciences, Anhui University, Hefei, 230601

DOI:

https://doi.org/10.13447/j.1674-5647.2018.03.02

Keywords:

stochastic differential equation, Leray-Schauder fixed point theorem, boundary value problem, contraction mapping principle

Abstract

In this paper we discuss stochastic differential equations with a kind of periodic boundary value conditions (in sense of mean value). Appealing to the decomposition of equations, the existence of solutions is obtained by using the contraction mapping principle and Leray-Schauder fixed point theorem, respectively.

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Published

2019-12-17

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Issue

Vol. 34 No. 3 (2018)

Section

Articles

How to Cite

A Kind of Boundary Value Problems for Stochastic Differential Equations. (2019). Communications in Mathematical Research, 34(3), 205-211. https://doi.org/10.13447/j.1674-5647.2018.03.02