On Stochastic Functional-Differential Equations with Unbounded Delay

DOI10.1137/0518123zbMath0627.60058OpenAlexW2070371206MaRDI QIDQ3763336

Constantin Tudor

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1137/0518123

zbMATH Keywords

weak solutionstrong solutionpathwise existence and uniquenessmultidimensional infinite delay stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) General theory of functional-differential equations (34K05) Stochastic integral equations (60H20)

Related Items (3)

Existence and dependence results for semilinear functional stochastic differential equations with infinite delay in a Hilbert space ⋮ Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations ⋮ Optimal control for a class of nonlinear stochastic hereditary systems

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