Weak convergence of functional stochastic differential equations with variable delays

DOI10.1016/j.spl.2013.07.016zbMath1329.34125MaRDI QIDQ2438515

Li Tan, Wei Jin, Zhen Ting Hou

Publication date: 5 March 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.07.016

zbMATH Keywords

weak convergence; Brownian motion; jump process; variable delay

Mathematics Subject Classification ID

34K50: Stochastic functional-differential equations

Related Items

Stability in distribution of stochastic Lotka–Volterra delay system under regime switching, Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process, Stability in distribution of neutral stochastic functional differential equations

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