Asymptotic Analysis for Functional Stochastic Differential Equations
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Research exposition (monographs, survey articles) pertaining to ordinary differential equations (34-02) Ordinary differential equations and systems with randomness (34F05) Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cited in
(30)- Asymptotic properties of stochastic functional Kolmogorov-type system
- Functional canonical analysis for square integrable stochastic processes
- Asymptotic behavior of densities for stochastic functional differential equations
- An averaging principle for two-time-scale stochastic functional differential equations
- Stochastic functional Kolmogorov equations. II: Extinction
- Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations
- Fast-slow-coupled stochastic functional differential equations
- Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations
- Large deviations for neutral stochastic functional differential equations
- Stochastic functional Kolmogorov equations. I: Persistence
- Exponential stability of solutions for retarded stochastic differential equations without dissipativity
- Moderate deviations for neutral stochastic differential delay equations with jumps
- Bismut formula for Lions derivative of distribution-path dependent SDEs
- Stability of stochastic functional differential equations with random switching and applications
- Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion
- Stability in distribution of path-dependent hybrid diffusion
- The first passage problem for stable linear delay equations perturbed by power law Lévy noise
- Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients
- Improved new qualitative results on stochastic delay differential equations of second order
- Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise
- Well-posedness for path-distribution dependent stochastic differential equations with singular drifts
- Stabilisation in distribution by delay feedback control for stochastic differential equations with Markovian switching and Lévy noise
- The semi-implicit Euler-Maruyama method for nonlinear non-autonomous stochastic differential equations driven by a class of Lévy processes
- Two-time-scale stochastic functional differential equations: inclusion of infinite delay and coupled segment processes
- Wong-Zakai approximations and support theorem for reflected SDEs with path-dependent coefficients
- Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions
- Systems of singularly perturbed forward-backward stochastic differential equations and control problems
- Near-optimal controls of two-time scale functional diffusion systems
- Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
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