Derivation of the existence theorem of the solution of the stochastic functional differential equation using conditions given partial weights
Authors: Young Ho Kim
Publication date: 14 November 2024
Published in: The Australian Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
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stochastic functional differential equationmoment inequalityHölder inequalityStachurska's inequalityWillett and Wong's inequality
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)
Cites Work
- Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
- Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay
- Stochastic differential equations and applications.
- The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
- Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks
- Title not available (Why is that?)
- An existence and uniqueness theorem of stochastic differential equations and the properties of their solution
- Existence, uniqueness and stability of the solution to neutral stochastic functional differential equations with infinite delay under non-Lipschitz conditions
- An exponential estimates of the solution for stochastic functional differential equations
- A Caratheodory's approximate solutions of stochastic differential equations under the Hölder condition
- Carathéodory's approximate solution to stochastic differential delay equation
- On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series
- Title not available (Why is that?)
- An existence of the solution to neutral stochastic functional differential equations under the Hölder condition
- A Euler-Maruyama's approximate solutions of stochastic differential equations under Hölder-type conditions
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