A class of stochastic differential equations with the time average

DOI10.1007/s10114-013-1268-3zbMath1304.65012OpenAlexW2089038817MaRDI QIDQ2452401

Fuke Wu, Shigeng Hu, Rong Cheng Yin

Publication date: 3 June 2014

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-013-1268-3

zbMATH Keywords

stochastic differential equationexistenceLyapunov functionuniquenessmoment estimatetime average

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• Sample path approximation for stochastic integro-differential equations
• Stability of stochastic integro differiential equations
• Local to global theorems in the theory of Hurewicz fibrations
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations

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