Vector-valued stochastic delay equations—a semigroup approach

Semigroup Forum ◽

10.1007/s00233-010-9276-4 ◽

2010 ◽

Vol 82 (3) ◽

pp. 389-411 ◽

Author(s):

Sonja Cox ◽

Mariusz Górajski

Keyword(s):

Delay Equations ◽

Stochastic Delay ◽

Stochastic Delay Equations ◽

Semigroup Approach ◽

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Vector-valued stochastic delay equations—A weak solution and its Markovian representation

Nonlinear Analysis ◽

10.1016/j.na.2014.03.007 ◽

2014 ◽

Vol 103 ◽

pp. 55-71

Author(s):

Mariusz Górajski

Keyword(s):

Weak Solution ◽

Delay Equations ◽

Stochastic Delay ◽

Stochastic Delay Equations ◽

Markovian Representation ◽

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A Semigroup Approach to Stochastic Delay Equations in Spaces of Continuous Functions

Semigroup Forum ◽

10.1007/s00233-005-0649-7 ◽

2007 ◽

Vol 74 (2) ◽

pp. 227-239 ◽

Author(s):

Jan van Neerven ◽

Markus Riedle

Keyword(s):

Continuous Functions ◽

Delay Equations ◽

Stochastic Delay ◽

Stochastic Delay Equations ◽

Spaces Of Continuous Functions ◽

Semigroup Approach

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Erratum to: “Controllability of Fractional Stochastic Delay Equations”

Lobachevskii Journal of Mathematics ◽

10.1134/s1995080210030157 ◽

2010 ◽

Vol 31 (3) ◽

pp. 308-308

Author(s):

Hamdy M. Ahmed

Keyword(s):

Delay Equations ◽

Stochastic Delay ◽

Stochastic Delay Equations

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Smooth Densities for Degenerate Stochastic Delay Equations with Hereditary Drift

The Annals of Probability ◽

10.1214/aop/1176987807 ◽

1995 ◽

Vol 23 (4) ◽

pp. 1875-1894 ◽

Author(s):

Denis R. Bell ◽

Salah-Eldin A. Mohammed

Keyword(s):

Delay Equations ◽

Stochastic Delay ◽

Stochastic Delay Equations

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Stochastic Delay Equations with Hereditary Drift: Estimates of the Density

Journal of Functional Analysis ◽

10.1006/jfan.2000.3631 ◽

2000 ◽

Vol 177 (1) ◽

pp. 138-177 ◽

Author(s):

Marco Ferrante ◽

Carles Rovira ◽

Marta Sanz-Solé

Keyword(s):

Delay Equations ◽

Stochastic Delay ◽

Stochastic Delay Equations

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The convergence of a numerical scheme for additive fractional stochastic delay equations with H>12

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2021.08.010 ◽

2022 ◽

Vol 191 ◽

pp. 219-231

Author(s):

Fatemeh Mahmoudi ◽

Mahdieh Tahmasebi

Keyword(s):

Numerical Scheme ◽

Delay Equations ◽

Stochastic Delay ◽

Stochastic Delay Equations

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Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion

Bernoulli ◽

10.3150/10-bej327 ◽

2012 ◽

Vol 18 (1) ◽

pp. 24-45 ◽

Author(s):

Mireia Besalú ◽

Carles Rovira

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Delay Equations ◽

Stochastic Delay ◽

Stochastic Delay Equations

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Well-posedness, stability and sensitivities for stochastic delay equations: A generalized coupling approach

The Annals of Probability ◽

10.1214/20-aop1449 ◽

2020 ◽

Vol 48 (6) ◽

pp. 3041-3076

Author(s):

Alexei Kulik ◽

Michael Scheutzow

Keyword(s):

Delay Equations ◽

Well Posedness ◽

Stochastic Delay ◽

Stochastic Delay Equations ◽

Coupling Approach

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Chapter 10. Approximations to Stochastic Delay Equations and to Diffusions and Partial Differential Equations with Reflecting Boundaries

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63362-7 ◽

1977 ◽

pp. 210-225 ◽

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Delay Equations ◽

Partial Differential ◽

Stochastic Delay ◽

Stochastic Delay Equations ◽

Reflecting Boundaries

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Exponential estimates for stochastic delay equations with norm-bounded uncertainties

Journal of Systems Science and Complexity ◽

10.1007/s11424-009-9167-5 ◽

2009 ◽

Vol 22 (2) ◽

pp. 324-332 ◽

Author(s):

Hongchu Wang ◽

Shigeng Hu

Keyword(s):

Delay Equations ◽

Stochastic Delay ◽

Exponential Estimates ◽

Stochastic Delay Equations ◽

Bounded Uncertainties ◽

Norm Bounded Uncertainties

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