On Generalized Regular Stochastic Differential Delay Systems with Time Invariant Coefficients

DOI10.1080/07362990802286509zbMath1147.93400OpenAlexW2092124256MaRDI QIDQ3535735

Athanasios A. Pantelous, Grigoris I. Kalogeropoulos

Publication date: 14 November 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802286509

zbMATH Keywords

generalized stochastic processesmatrix pencil theorygeneralized regular delay differential systemsstandard and fractional Brownian motions

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic functional-differential equations (34K50) Stochastic systems in control theory (general) (93E03) Matrix pencils (15A22)

Related Items (4)

Impulse controllability and impulse observability of stochastic singular systems ⋮ An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay ⋮ Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems ⋮ Linear stochastic degenerate Sobolev equations and applications^†

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