On Stochastic Functional-Differential Equations with Unbounded Delay

DOI10.1137/0518123MaRDI QIDQ3763336zbMATH OpenOpenAlexFDO

Authors Constantin Tudor

Publication date 1987

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0518123

zbMATH Keywords

multidimensional infinite delay stochastic differential equationspathwise existence and uniquenessstrong solutionweak solution

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) General theory of functional-differential equations (34K05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Recommendations

• Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
• Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay
• The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay at phase space B
• The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
• scientific article; zbMATH DE number 6671483

Cited in

(26)

• Optimal control for a class of nonlinear stochastic hereditary systems
• Weak infinitesimal generator for a stochastic partial differential equation with time delay
• Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach
• Some regularity results on stochastic convolutions in point delay differential equations perturbed by noise
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
• scientific article; zbMATH DE number 1619463 (Why is no real title available?)
• On the general decay stability of stochastic differential equations with unbounded delay
• scientific article; zbMATH DE number 6383075 (Why is no real title available?)
• Stochastic delay-differential equations
• The existence and uniqueness of solutions to stochastic differnetial–difference equations
• On Émery's Inequality and a Variation-of-Constants Formula
• Existence and dependence results for semilinear functional stochastic differential equations with infinite delay in a Hilbert space
• On Generalized Regular Stochastic Differential Delay Systems with Time Invariant Coefficients
• Nonlinear flows of stochastic linear delay equations
• scientific article; zbMATH DE number 3913378 (Why is no real title available?)
• scientific article; zbMATH DE number 3913389 (Why is no real title available?)
• scientific article; zbMATH DE number 3936125 (Why is no real title available?)
• Unstable invariant distributions for a class of stochastic delay equations
• scientific article; zbMATH DE number 13603 (Why is no real title available?)
• scientific article; zbMATH DE number 175909 (Why is no real title available?)
• On the solution of stochastic functional differential equations via memory gap
• On existence and uniqueness of solutions of one complex stochastic differential system with delay
• The a.s. well-posedness of stochastic delay differential equations with white noise
• Distribution-dependent stochastic differential delay equations in finite and infinite dimensions
• scientific article; zbMATH DE number 2188057 (Why is no real title available?)
• Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations

This page was built for publication: On Stochastic Functional-Differential Equations with Unbounded Delay

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3763336)