An existence theorem for stochastic functional differential equations with delays under weak assumptions (Q956352): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4369402 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A stochastic delay financial model / rank | |||
Normal rank | |||
Latest revision as of 21:04, 28 June 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 |
Statements
An existence theorem for stochastic functional differential equations with delays under weak assumptions (English)
0 references
25 November 2008
0 references
The paper proves an existence theorem for a class of stochastic functional differential equations with delay and discontinuous yet increasing drift coefficient.
0 references
0 references
