Functionally perturbed stochastic differential equations

DOI10.1002/MANA.200310457MaRDI QIDQ3419661zbMATH OpenOpenAlexFDO

Authors Miljana Jovanović, Svetlana Janković

Publication date 7 February 2007

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.200310457

zbMATH Keywords

closeness of solutions in the (\(2m\))th meanperturbed Itô's stochastic differential equationsmall parameter

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Recommendations

• GENERALIZED STOCHASTIC PERTURBATION-DEPENDING DIFFERENTIAL EQUATIONS
• Neutral stochastic functional differential equations with additive perturbations
• Quantitative results for perturbed stochastic differential equations
• scientific article; zbMATH DE number 1823775
• Perturbed nonlocal stochastic functional differential equations

Cited in

(20)

• Neutral stochastic functional differential equations with additive perturbations
• On perturbed nonlinear Itô type stochastic integrodifferential equations
• Backward stochastic Volterra integral equations with additive perturbations
• Stochastic functional differential equations and sensitivity to their initial path
• Quantitative results for perturbed stochastic differential equations
• Perturbed backward stochastic differential equations
• Stochastic differential equations with perturbations driven by \(G\)-Brownian motion
• Perturbed nonlocal stochastic functional differential equations
• Perturbed second-order stochastic evolution equations
• Stochastic functional Kolmogorov equations. I: Persistence
• Asymptotic Analysis for Functional Stochastic Differential Equations
• scientific article; zbMATH DE number 6718921 (Why is no real title available?)
• scientific article; zbMATH DE number 1823775 (Why is no real title available?)
• Stochastic functional differential equations modelling materials with selective recall
• GENERALIZED STOCHASTIC PERTURBATION-DEPENDING DIFFERENTIAL EQUATIONS
• scientific article; zbMATH DE number 5052178 (Why is no real title available?)
• scientific article; zbMATH DE number 2233260 (Why is no real title available?)
• Some analytic approximations for backward stochastic differential equations
• Delay tolerance for stochastic complex networks
• Perturbed impulsive neutral stochastic functional differential equations

This page was built for publication: Functionally perturbed stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3419661)