Stability of solutions of stochastic functional-differential equations with Poisson switchings and entire prehistory
The authors investigate the properties of solutions to the Ito-Skorokhod stochastic functional-differential equations for which the entire prehistory considered. The properties under investigation are the Markov property of the solution and the stability of the solution. An important tool in the analysis is the weak infinitesimal operator for a Markov process, which is introduced here.
stochastic functional-differential equation
scientific article; zbMATH DE number 5637594