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Stochastic control problems with delay

✍ Scribed by Harald Bauer; Ulrich Rieder

Publisher
Springer
Year
2005
Tongue
English
Weight
193 KB
Volume
62
Category
Article
ISSN
0340-9422

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The object of the present paper is to study the stability behavior of a nonlinear stochastic differential system with random delay of the form i ( t ; (0) 2 / ( t , Z ( t ; CO), (0; u(t)) -1 d(t; UJ) @ ( Z ( ty ( t ; W ) ; CO) where w E R, the supporting set of a probability measure space (Q, A , P