✦ LIBER ✦

Multiscale Analysis of Stochastic Delay Differential Equations

✍ Scribed by Klosek, M. M.; Kuske, R.

Book ID: 118211624
Publisher: Society for Industrial and Applied Mathematics
Year: 2005
Tongue: English
Weight: 395 KB
Volume: 3
Category: Article
ISSN: 1540-3459
DOI: 10.1137/030601375

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Analysis of multiscale methods for stoch

Analysis of multiscale methods for stochastic differential equations

✍ E Weinan; Di Liu; Eric Vanden-Eijnden 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 313 KB

Nonlinear stochastic differential delay

Nonlinear stochastic differential delay equations

✍ G. Adomian; R. Rach 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 282 KB

Delay-dependent stability analysis of nu

Delay-dependent stability analysis of numerical methods for stochastic delay differential equations

✍ Chengming Huang; Siqing Gan; Desheng Wang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 668 KB

ASYMPTOTIC BEHAVIOURS OF STOCHASTIC DIFF

ASYMPTOTIC BEHAVIOURS OF STOCHASTIC DIFFERENTIAL DELAY EQUATIONS

✍ Yi Shen; Xuerong Mao 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 276 KB

On some fractional stochastic delay diff

On some fractional stochastic delay differential equations

✍ Mahmoud M. El-Borai; Khairia El-Said El-Nadi; Hoda A. Fouad 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 427 KB

## a b s t r a c t We consider the Cauchy problem for an abstract stochastic delay differential equation driven by fractional Brownian motion with the Hurst parameter H > 1 2 . We prove the existence and uniqueness for this problem, when the coefficients have enough regularity, the diffusion coeffi

Robust stability of uncertain stochastic

Robust stability of uncertain stochastic differential delay equations

✍ Xuerong Mao; Natalia Koroleva; Alexandra Rodkina 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 117 KB