On equations determining the second moments of solutions of stochastic differential equations with delay

DOI10.1007/BF01085845zbMath0362.34044MaRDI QIDQ1239844

V. B. Kolmanovskij

Publication date: 1975

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34K99)

Cites Work

• Optimal control of stochastic systems with aftereffect
• On the stability of processes defined by stochastic difference- differential equations

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