Nonlinear flows of stochastic linear delay equations
From MaRDI portal
Publication:3680017
DOI10.1080/17442508608833390zbMath0565.60053OpenAlexW2027673590MaRDI QIDQ3680017
Publication date: 1986
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508608833390
Related Items (10)
A Dynamical Theory for Singular Stochastic Delay Differential Equations I: Linear Equations and a Multiplicative Ergodic Theorem on Fields of Banach Spaces ⋮ On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations ⋮ Lyapunov exponents of linear stochastic functional differential equations. II: Examples and case studies ⋮ EXPONENTIAL GROWTH RATES FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS ⋮ An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay ⋮ Razumikhin-type theorems on exponential stability of stochastic functional differential equations with infinite delay ⋮ Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations ⋮ A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds ⋮ Neutral stochastic functional differential equations with additive perturbations ⋮ An approximate method via Taylor series for stochastic functional differential equations
Cites Work
- Unnamed Item
- Unnamed Item
- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
- Sample functions of the Gaussian process
- [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
- Measurable choice of limit points and the existence of separable and measurable processes
- Existence of measurable modifications of stochastic processes
This page was built for publication: Nonlinear flows of stochastic linear delay equations