The existence and uniqueness of solution to Cauchy problem for functional-differential equations with respect to a semimartingale

zbMath0861.60073MaRDI QIDQ1921694

R. I. jun. Kadiev

Publication date: 30 October 1996

Published in: Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

Cauchy problemsemimartingalestochastic functional-differential equations

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Input-to-state stability of linear stochastic functional differential equations ⋮ Positive invertibility of matrices and stability of Itô delay differential equations ⋮ Stability of linear impulsive Itô differential equations with bounded delays ⋮ Partial stability of systems of Itô linear delay differential equations ⋮ Positive invertibility of matrices and exponential stability of impulsive systems of Itô linear differential equations with bounded delays ⋮ Stability of Impulse Systems of Two Linear Ito Differential Equations with Delay ⋮ Global stability of systems of nonlinear Itô differential equations with aftereffect and N. V. Azbelev's \(W\)-method

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