Well-posedness and stability for a class of stochastic delay differential equations with singular drift
2017 ◽
Vol 18
(02)
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pp. 1850019
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Keyword(s):
In this paper we prove well-posedness and stability of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.
2020 ◽
Vol 130
(8)
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pp. 4563-4592
2007 ◽
Vol 137
(9)
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pp. 3007-3023
Almost sure exponential stability of numerical solutions for stochastic delay differential equations
2010 ◽
Vol 115
(4)
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pp. 681-697
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2014 ◽
Vol 29
(1)
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pp. 205-212
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2021 ◽
Vol 0
(0)
◽
pp. 0