Nonlinear flows of stochastic linear delay equations
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Recommendations
- scientific article; zbMATH DE number 3913378
- A dynamical theory for singular stochastic delay differential equations. I: Linear equations and a multiplicative ergodic theorem on fields of Banach spaces
- On Stochastic Functional-Differential Equations with Unbounded Delay
- Unstable invariant distributions for a class of stochastic delay equations
- Stability of linear delay equations under a small noise
Cites work
- Calcul stochastique d�pendant d'un param�tre
- Existence of measurable modifications of stochastic processes
- scientific article; zbMATH DE number 3936125 (Why is no real title available?)
- scientific article; zbMATH DE number 3467467 (Why is no real title available?)
- Measurable choice of limit points and the existence of separable and measurable processes
- Sample functions of the Gaussian process
- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
Cited in
(15)- 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
- scientific article; zbMATH DE number 3913378 (Why is no real title available?)
- A dynamical theory for singular stochastic delay differential equations. I: Linear equations and a multiplicative ergodic theorem on fields of Banach spaces
- Stochastic differential delay equations with jumps, under nonlinear growth condition
- Flow invariance for nonlinear partial differential delay equations
- An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
- EXPONENTIAL GROWTH RATES FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
- On stochastic delay evolution equations with non-Lipschitz nonlinearities in Hilbert spaces.
- Functional differential equations driven by càdlàg rough paths
- Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
- On the pth moment exponential stability criteria of neutral stochastic functional differential equations
- Razumikhin-type theorems on exponential stability of stochastic functional differential equations with infinite delay
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