An existence theorem for stochastic functional differential equations with delays under weak assumptions (Q956352): Difference between revisions
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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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Latest revision as of 20:04, 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 |
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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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