A study of a class of nonlinear stochastic delay differential equations

DOI10.1142/S0219493710002875MaRDI QIDQ5187841zbMATH OpenFDO

Authors Fuke Wu, Shigeng Hu

Publication date 9 March 2010

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219493710002875

zbMATH Keywords

average moment boundednessglobal solutionsLyapunov functionmoment boundednessstochastic delay differential equations

Mathematics Subject Classification ID

General theory of functional-differential equations (34K05) Growth, boundedness, comparison of solutions to functional-differential equations (34K12) Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Global solutions and moment estimate of stochastic delay differential equations with coefficients of polynomial growth
• On a class of nonlocal stochastic functional differential equations with infinite delay
• Stochastic differential delay equations with jumps, under nonlinear growth condition
• Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate
• Existence and uniqueness of the solutions of delay stochastic integral equations

Cites work

• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Environmental Brownian noise suppresses explosions in population dynamics.
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 625166 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
• Stochastic delay Lotka--Volterra model
• The improved LaSalle-type theorems for stochastic functional differential equations

Cited in

(13)

• A class of stochastic nonlinear delay system with jumps
• A class of stochastic differential equations with expectations in the coefficients
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
• A class of stochastic differential equations with the time average
• scientific article; zbMATH DE number 5080443 (Why is no real title available?)
• An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence
• Stochastic differential delay equations with jumps, under nonlinear growth condition
• Global solutions and moment estimate of stochastic delay differential equations with coefficients of polynomial growth
• DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE
• Theorems on boundedness of solutions to stochastic delay differential equations
• On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
• On stochastic delay evolution equations with non-Lipschitz nonlinearities in Hilbert spaces.
• Existence results and the moment estimate for nonlocal stochastic differential equations with time-varying delay

This page was built for publication: A study of a class of nonlinear stochastic delay differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5187841)