Journal of Applied Mathematics and Stochastic Analysis 
Volume 2006 (2006), Article ID 45979, 7 pages
doi:10.1155/JAMSA/2006/45979

On solutions of general nonlinear stochastic integral equations

K. Balachandran1 and J.-H. Kim2

 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

Abstract

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).