An existence theorem for stochastic functional differential equations with delays under weak assumptions

DOI10.1016/J.SPL.2008.04.006zbMATH Open1156.60047OpenAlexW2043480938MaRDI QIDQ956352FDOQ956352

Authors: Nikolaos Halidias, Yong Ren 

Publication date: 25 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.04.006

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Cites Work

• Title not available (Why is that?)
• A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient
• A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient
• A stochastic delay financial model

Cited In (7)

• A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space
• Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the \(C_g\) space
• Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks
• Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
• RETRACTED ARTICLE: Existence of weak solutions of stochastic delay differential systems with Schrödinger-Brownian motions
• Remarks and corrections on ``an existence theorem for stochastic functional differential equations with delays under weak assumptions, statistics and probability letters 78, 2008 by N. Halidias and Y. Ren
• A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay

This page was built for publication: An existence theorem for stochastic functional differential equations with delays under weak assumptions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q956352)