The stability problem for functional stochastic Equations

DOI10.1080/17442509208833792MaRDI QIDQ4022801zbMATH OpenOpenAlexFDO

Authors Vlad Bally

Publication date 17 January 1993

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509208833792

zbMATH Keywords

compensatorderivative of the coefficient of the martingale termdifferentiable approximationfunctional stochastic equationsemimartingale

Mathematics Subject Classification ID

Asymptotic theory of functional-differential equations (34K25) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic stability in control theory (93E15)

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Cited in

(11)

• The probabilistic stability for a functional equation in a single variable
• On a unique solution and stability analysis of a class of stochastic functional equations arising in learning theory
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• scientific article; zbMATH DE number 4138882 (Why is no real title available?)
• scientific article; zbMATH DE number 5302364 (Why is no real title available?)
• scientific article; zbMATH DE number 1958523 (Why is no real title available?)
• scientific article; zbMATH DE number 2069291 (Why is no real title available?)
• On the stability of mean-field stochastic differential equations with irregular expectation functional
• Stability properties in the -norm of solutions of stochastic partial functional differential equations.

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