Existence of the \(l\)-th moment of a solution to a stochastic functional-differential equation with the entire prehistory

DOI10.1007/s10559-008-9029-5zbMath1162.60329OpenAlexW2007463437WikidataQ115384140 ScholiaQ115384140MaRDI QIDQ1008311

Svitlana V. Antonyuk, V. K. Yasinskij

Publication date: 27 March 2009

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-008-9029-5

zbMATH Keywords

Wiener processPoisson measureskorokhod spacestochastic functional-differential equation with the entire prehistory

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Cites Work

• Hyperinvariant subspaces for bilateral weighted shifts
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