On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations

DOI10.1137/080738404zbMath1215.34098arXiv1310.2349OpenAlexW2069196013MaRDI QIDQ3084498

Xuerong Mao, Huizhong Wu, John A. D. Appleby

Publication date: 25 March 2011

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.2349

zbMATH Keywords

Gaussian processstationary processfinite delaystochastic functional differential equationdifferential resolventrunning maximaalmost sure asymptotic estimation

Mathematics Subject Classification ID

Asymptotic theory of functional-differential equations (34K25) Strong limit theorems (60F15) Large deviations (60F10) Stochastic functional-differential equations (34K50) Linear functional-differential equations (34K06)

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