Neutral stochastic functional differential equations with additive perturbations
type: Item
instance of: scholarly article
title: Neutral stochastic functional differential equations with additive perturbations
zbMATH Open document ID: 1221.34221
author: Miljana Jovanović
author: Svetlana Janković
published in: Applied Mathematics and Computation
publication date: 2009-07-10T00:00:00Z
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 34K40
Mathematics Subject Classification ID: 34K27
zbMATH DE Number: 5577405
zbMATH Keywords: Brownian motion
zbMATH Keywords: neutral stochastic functional differential equation
zbMATH Keywords: Ito formula
MaRDI profile type: Publication
full work available at URL: j.amc.2009.03.031
OpenAlex ID: W2023748504
cites work: Stability of functional differential equations
cites work: Exponential stability in mean square of neutral stochastic differential functional equations
cites work: Q4369402
cites work: Asymptotic properties of neutral stochastic differential delay equations
cites work: Nonlinear flows of stochastic linear delay equations
cites work: Stochastic self-stabilization
cites work: Q3672830
cites work: On Stochastic Processes Defined by Differential Equations with a Small Parameter
cites work: Regularly perturbed stochastic differential systems with an internal random noise
cites work: Quantitative results for perturbed stochastic differential equations
cites work: Perturbed stochastic hereditary differential equations with integral contractors
cites work: GENERALIZED STOCHASTIC PERTURBATION-DEPENDING DIFFERENTIAL EQUATIONS
cites work: On perturbed nonlinear Itô type stochastic integrodifferential equations
cites work: Functionally perturbed stochastic differential equations
cites work: Q4003924
DOI: 10.1016/J.AMC.2009.03.031
description: scientific article; zbMATH DE number 5577405