scientific article; zbMATH DE number 3784042
From MaRDI portal
Publication:3962274
zbMATH Open0497.60060MaRDI QIDQ3962274FDOQ3962274
Authors: Salah Mohammed
Publication date: 1982
Title of this publication is not available (Why is that?)
Ordinary differential equations and systems with randomness (34F05) Transition functions, generators and resolvents (60J35) Functional-differential equations in abstract spaces (34K30) Random operators and equations (aspects of stochastic analysis) (60H25)
Cited In (18)
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
- Singular Lyapunov operator equations: applications to \(C^*\)-algebras, Fréchet derivatives and abstract Cauchy problems
- Maximum principle for the stochastic optimal control problem with delay and application
- Long memory in a linear stochastic Volterra differential equation
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
- One-step approximations for stochastic functional differential equations
- On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
- Moment exponential stability and integrability of stochastic functional differential equations
- Asymptotical boundedness and moment exponential stability for stochastic neutral differential equations with time-variable delay and Markovian switching
- Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations
- Introduction to the numerical analysis of stochastic delay differential equations
- Waveform relaxation method for stochastic differential equations with constant delay
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Mean-square stability of a stochastic model for bacteriophage infection with time delays
- Generalized polynomial chaos for nonlinear random delay differential equations
- Filtering for a signal given by a linear stochastic retarded differential equation
- The split-step backward Euler method for linear stochastic delay differential equations
- Stochastic oscillators
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3962274)