Existence and Uniqueness of a Stationary Solution of a Nonlinear Stochastic Differential Equation with Memory

DOI10.1137/S0040585X97980051zbMath1054.60062arXivmath/0201275OpenAlexW1964067686WikidataQ115246823 ScholiaQ115246823MaRDI QIDQ4830822

Yu. Yu. Bakhtin

Publication date: 16 December 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0201275

zbMATH Keywords

existence and uniquenessstationary solutionstochastic equations with memorystochastic differential equations with delayGibbs dynamics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Stochastic integral equations (60H20)

Related Items (2)

Quasimonotone random and stochastic functional differential equations with applications ⋮ Long time behaviour and stationary regime of memory gradient diffusions

This page was built for publication: Existence and Uniqueness of a Stationary Solution of a Nonlinear Stochastic Differential Equation with Memory