An estimate of the solutions for stochastic functional differential equations

MaRDI QIDQ3103705zbMATH OpenFDO

Authors Young-Ho Kim

Publication date 8 December 2011

Full work available at URL http://www.kcam.biz/contents/table_contents_view.php?idx=1278&Len=

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(13)

• scientific article; zbMATH DE number 6718921 (Why is no real title available?)
• On the \(p\)th moment estimates for the solution of stochastic differential equations
• Quasimonotone random and stochastic functional differential equations with applications
• Stochastic functional differential equations and sensitivity to their initial path
• Asymptotic Analysis for Functional Stochastic Differential Equations
• An application of new method to obtain probability density function of solution of stochastic differential equations
• Exponential estimates of solutions of linear stochastic differential functional equations
• One-step approximations for stochastic functional differential equations
• scientific article; zbMATH DE number 4129760 (Why is no real title available?)
• Some analytic approximations for neutral stochastic functional differential equations
• Solutions of affine stochastic functional differential equations in the state space
• An existence of the solution to neutral stochastic functional differential equations under special conditions
• Solutions of stochastic differential-functional equations via bounded stochastic integral contractors

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