THE EXISTENCE AND UNIQUENESS OF SOLUTION FOR A CLASS OF STOCHASTIC FUNCTIONAL EQUATIONS ON S. P. SPACE

摘要

This paper is concerned with the existence and uniqueness of solution for a class of stochastic functional equation: X=φ(X), where φ:B→B and B is a Banach space consisted of all left-continuous, (F_t)-adapted processes. Also, the main result is applied to some S. D. E (or S. I. E.). And the authors adopted some of the results in current research in the models of stochastic control recently.