An existence theorem for stochastic functional differential equations with delays under weak assumptions
From MaRDI portal
Publication:956352
Cites work
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- 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)- Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the \(C_g\) space
- 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
- Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks
- RETRACTED ARTICLE: Existence of weak solutions of stochastic delay differential systems with Schrödinger-Brownian motions
- A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay
- A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space
- Existence, uniqueness and stability of the solutions 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)
