ON THE SOLUTION OF STOCHASTIC DIFFERENTIAL AND INTEGRAL EQUATIONS USING AN LpCALCULUS AND A STOCHASTIC GREEN'S FORMULA

摘要

The integral equation formulation of a linear stochastic differential equation with stochastic coefficients introduced by Adomain [1-4] is investigated using an LpGreen's formula developed with the aid of an Lpcalculus of products of stochastic processes. In Adomian's method, the integral equation is solved by the method of successive approximations and in this paper, Lptype sufficient conditions for the existence of a solution are given. AMS Code 60H10.