scientific article
From MaRDI portal
Publication:3962274
zbMath0497.60060MaRDI QIDQ3962274
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Functional-differential equations in abstract spaces (34K30) Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations and systems with randomness (34F05) Transition functions, generators and resolvents (60J35)
Related Items (18)
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations ⋮ On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations ⋮ Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations ⋮ Stochastic oscillators ⋮ Filtering for a signal given by a linear stochastic retarded differential equation ⋮ The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls ⋮ Asymptotical boundedness and moment exponential stability for stochastic neutral differential equations with time-variable delay and Markovian switching ⋮ Waveform relaxation method for stochastic differential equations with constant delay ⋮ Moment exponential stability and integrability of stochastic functional differential equations ⋮ Singular Lyapunov operator equations: applications to \(C^*\)-algebras, Fréchet derivatives and abstract Cauchy problems ⋮ Generalized polynomial chaos for nonlinear random delay differential equations ⋮ Mean-square stability of a stochastic model for bacteriophage infection with time delays ⋮ Long memory in a linear stochastic Volterra differential equation ⋮ One-step approximations for stochastic functional differential equations ⋮ Maximum principle for the stochastic optimal control problem with delay and application ⋮ The split-step backward Euler method for linear stochastic delay differential equations ⋮ Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations ⋮ Introduction to the numerical analysis of stochastic delay differential equations
This page was built for publication: