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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

Stochastic Delay Equations: Models

Numerical Methods for Controlled Stochastic Delay Systems ◽

10.1007/978-0-8176-4621-9_3 ◽

2008 ◽

pp. 23-59

Keyword(s):

Delay Equations ◽

Stochastic Delay ◽

Stochastic Delay Equations

Download Full-text

Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1214/10-aihp396 ◽

2011 ◽

Vol 47 (4) ◽

pp. 1121-1146

Author(s):

I. Stojkovic ◽

O. van Gaans

Keyword(s):

Invariant Measures ◽

Delay Equations ◽

Stability Theorem ◽

Stochastic Delay ◽

Stochastic Delay Equations ◽

Locally Lipschitz

Download Full-text

Controlled Nonlinear Stochastic Delay Equations: Part II: Approximations and Pipe-Flow Representations

Applied Mathematics & Optimization ◽

10.1007/s00245-012-9164-2 ◽

2012 ◽

Vol 66 (1) ◽

pp. 55-80 ◽

Author(s):

Harold J. Kushner

Keyword(s):

Pipe Flow ◽

Delay Equations ◽

Stochastic Delay ◽

Stochastic Delay Equations

Download Full-text