Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory
classification
🧮 math.PR
math.DS
keywords
equationsolutiondifferentialexistencememorynonlinearstationarystochastic
read the original abstract
A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary solution are given.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.