In this paper, we use variation of constants formula to investigate the stationary distribution for stochastic differential delay equations. Under certain conditions (without dissipative conditions) we prove the existence and uniqueness for stochastic differential delay equations
The main aim of this paper is to establish the LaSalle-type asymptotic convergence theorems for the ...
In the present work we have gone a step forward towards integration by part of higher order Malliavi...
The main aim of this paper is to study stochastic PDE's with delay terms. In fact, we prove existenc...
Deterministic dynamic models with delayed feedback and state constraints arise in a variety of appli...
This is a continuation of [5] which is concerned about the regularity property of stochastic convolu...
Recently, Küchler and Mensch [Stochastics Stochastics Rep. 40, 23 (1992)] derived exact stationary p...
AbstractThe stochastic delay differential equationdX(t)=∫[−r,0]X(t+u)a(du)dt+dZ(t),t⩾0is considered,...
Stochastic delay differential equations (SDDEs) are systems of differential equations with a time la...
The classical existence-and-uniqueness theorem of the solution to a stochastic differential delay eq...
AbstractTwo unsolved problems of the stability theory for stochastic differential equations with del...
This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochasti...
AbstractThis paper studies the moment boundedness of solutions of linear stochastic delay differenti...
In this work, we are concerned with neutral stochastic differential delay equations with Markovian s...
AbstractWe extend the work of Delong and Imkeller (2010) [6,7] concerning backward stochastic differ...
We extend the work of Delong and Imkeller (2010) [6] and [7] concerning backward stochastic differen...
The main aim of this paper is to establish the LaSalle-type asymptotic convergence theorems for the ...
In the present work we have gone a step forward towards integration by part of higher order Malliavi...
The main aim of this paper is to study stochastic PDE's with delay terms. In fact, we prove existenc...
Deterministic dynamic models with delayed feedback and state constraints arise in a variety of appli...
This is a continuation of [5] which is concerned about the regularity property of stochastic convolu...
Recently, Küchler and Mensch [Stochastics Stochastics Rep. 40, 23 (1992)] derived exact stationary p...
AbstractThe stochastic delay differential equationdX(t)=∫[−r,0]X(t+u)a(du)dt+dZ(t),t⩾0is considered,...
Stochastic delay differential equations (SDDEs) are systems of differential equations with a time la...
The classical existence-and-uniqueness theorem of the solution to a stochastic differential delay eq...
AbstractTwo unsolved problems of the stability theory for stochastic differential equations with del...
This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochasti...
AbstractThis paper studies the moment boundedness of solutions of linear stochastic delay differenti...
In this work, we are concerned with neutral stochastic differential delay equations with Markovian s...
AbstractWe extend the work of Delong and Imkeller (2010) [6,7] concerning backward stochastic differ...
We extend the work of Delong and Imkeller (2010) [6] and [7] concerning backward stochastic differen...
The main aim of this paper is to establish the LaSalle-type asymptotic convergence theorems for the ...
In the present work we have gone a step forward towards integration by part of higher order Malliavi...
The main aim of this paper is to study stochastic PDE's with delay terms. In fact, we prove existenc...
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