An existence theorem for stochastic functional differential equations with delays under weak assumptions (Q956352): Difference between revisions
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| Property / DOI: 10.1016/j.spl.2008.04.006 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.spl.2008.04.006 / rank | |||
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| Property / OpenAlex ID: W2043480938 / rank | |||
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| Property / cites work: A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient / rank | |||
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| Property / cites work: A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient / rank | |||
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| Property / cites work: Q4369402 / rank | |||
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| Property / cites work: A stochastic delay financial model / rank | |||
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| Property / DOI: 10.1016/J.SPL.2008.04.006 / rank | |||
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Latest revision as of 09:49, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An existence theorem for stochastic functional differential equations with delays under weak assumptions |
scientific article |
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An existence theorem for stochastic functional differential equations with delays under weak assumptions (English)
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25 November 2008
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The paper proves an existence theorem for a class of stochastic functional differential equations with delay and discontinuous yet increasing drift coefficient.
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