Existence of the \(l\)-th moment of a solution to a stochastic functional-differential equation with the entire prehistory
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Publication:1008311
DOI10.1007/s10559-008-9029-5zbMath1162.60329WikidataQ115384140 ScholiaQ115384140MaRDI QIDQ1008311
Svitlana V. Antonyuk, V. K. Yasinskij
Publication date: 27 March 2009
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-008-9029-5
Wiener process; Poisson measure; skorokhod space; stochastic functional-differential equation with the entire prehistory
60H20: Stochastic integral equations
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