Global solutions and moment estimate of stochastic delay differential equations with coefficients of polynomial growth

zbMATH Open1374.34319MaRDI QIDQ5276331FDOQ5276331

Authors: Lin Wang 

Publication date: 14 July 2017

Recommendations

• A study of a class of nonlinear stochastic delay differential equations
• Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate
• Moment estimates of solutions of neutral stochastic differential equations with unbounded delay
• Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth
• Global solutions and exponential stability of stochastic functional differential equations with infinite delay

zbMATH Keywords

global solutionsstochastic delay differential equationsunbounded delaypolynomial growthmoment estimate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Growth, boundedness, comparison of solutions to functional-differential equations (34K12)

Cited In (5)

• Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth
• Delay-dependent exponential stability of stochastic delay differential system whose coefficients obey the polynomial growth condition
• The global solutions and moment boundedness of stochastic multipantograph equations
• A study of a class of nonlinear stochastic delay differential equations
• Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth

This page was built for publication: Global solutions and moment estimate of stochastic delay differential equations with coefficients of polynomial growth

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5276331)