scientific article; zbMATH DE number 3784042

MaRDI QIDQ3962274zbMATH OpenFDO

Authors Salah Mohammed

Publication date 1982

zbMATH Keywords

differential equationsinfinitesimal generatorstochastic retarded functional

Mathematics Subject Classification ID

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)

• Long memory in a linear stochastic Volterra differential equation
• Filtering for a signal given by a linear stochastic retarded differential equation
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
• Asymptotical boundedness and moment exponential stability for stochastic neutral differential equations with time-variable delay and Markovian switching
• Waveform relaxation method for stochastic differential equations with constant delay
• Introduction to the numerical analysis of stochastic delay differential equations
• Moment exponential stability and integrability of stochastic functional differential equations
• One-step approximations for stochastic functional differential equations
• Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations
• 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
• The split-step backward Euler method for linear 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
• On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
• Stochastic oscillators

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