Journal of Applied Mathematics and Stochastic Analysis
Volume 2006 (2006), Article ID 45979, 7 pages
On solutions of general nonlinear stochastic integral equations
1Department of Mathematics, Bharathiar University, Coimbatore 641 046, India
2Department of Mathematics, Yonsei University, Seoul 120-749, South Korea
Received 5 October 2005; Accepted 5 January 2006
Copyright © 2006 K. Balachandran and J.-H. Kim. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We study the existence, uniqueness, and stability of random solutions of a general class of nonlinear stochastic integral equations by using the Banach fixed point theorem. The results obtained in this paper generalize the results of Szynal and Wędrychowicz (1993).