Continuous dependence of the solution of a stochastic differential equation with nonlocal conditions
Ahmed M. A. El-Sayed, R. O. Abd-El-Rahman, M. El-Gendy · Malaya Journal of Matematik · 2016
In this paper we are concerned with a nonlocal problem of a stochastic differential equation that contains a Brownian motion. The solution contains both of mean square Riemann and mean square Riemann-Steltjes integrals, so we study an existence theorem for unique mean square continuous solution and its continuous dependence of the random data X 0 and the (non-random data) coefficients of the