Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations

DOI10.1007/S10440-010-9596-0zbMath1210.60062OpenAlexW1970707428MaRDI QIDQ625520

Shigeng Hu, Ping Wu, Xuejing Meng

Publication date: 17 February 2011

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-010-9596-0

zbMATH Keywords

stochastic differential equationunbounded delaypantograph equationpathwise estimation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (8)

Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation ⋮ Asymptotic stability for a class of switched stochastic delayed differential systems ⋮ Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude ⋮ Almost surely exponential stability of numerical solutions for stochastic pantograph equations ⋮ \(p\)th moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise ⋮ Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching ⋮ Stability of a class of hybrid neutral stochastic differential equations with unbounded delay ⋮ Pantograph stochastic differential equations driven by \(G\)-Brownian motion

Cites Work

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• Stochastic Kolmogorov-type population dynamics with infinite distributed delays
• Continuous \(\Theta\)-methods for the stochastic pantograph equation
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• On Stochastic Functional-Differential Equations with Unbounded Delay
• Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation
• Local to global theorems in the theory of Hurewicz fibrations
• DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE

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