The stability problem for functional stochastic Equations

DOI10.1080/17442509208833792zbMath0762.60056OpenAlexW1964115573MaRDI QIDQ4022801

Vlad Bally

Publication date: 17 January 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833792

zbMATH Keywords

semimartingalecompensatordifferentiable approximationderivative of the coefficient of the martingale termfunctional stochastic equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic theory of functional-differential equations (34K25) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic stability in control theory (93E15) Stochastic integrals (60H05)

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