Nonlinear flows of stochastic linear delay equations

DOI10.1080/17442508608833390zbMath0565.60053MaRDI QIDQ3680017

Salah-Eldin A. Mohammed

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833390

zbMATH Keywords

stochastic delay equation; solution field

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Related Items

A Dynamical Theory for Singular Stochastic Delay Differential Equations I: Linear Equations and a Multiplicative Ergodic Theorem on Fields of Banach Spaces, EXPONENTIAL GROWTH RATES FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS, An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay, Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations, On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations, Razumikhin-type theorems on exponential stability of stochastic functional differential equations with infinite delay, Neutral stochastic functional differential equations with additive perturbations, An approximate method via Taylor series for stochastic functional differential equations, Lyapunov exponents of linear stochastic functional differential equations. II: Examples and case studies, A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds

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