ویراساینس.
سند علمی

Theory, Stochastic Stability and Applications of Stochastic Delay Differential Equations: a Survey of Recent Results

A. F. Ivanov

چکیده

This paper surveys some results in stochastic differential delay equations beginning with ”On stationary solutions of a stochastic differential equations” by K. Ito and M. Nisio, 1964, and also some results in stochastic stability beginning with the ”Stability of positive supermartingales” by R. Bucy, 1964. The problems discussed in this survey are the existence and uniqueness of solutions of stochastic differential delay equations (or stochastic differential functional equations, or stochastic affine hereditary systems), Markov property of solutions of SDDE’s, stochastic stability, elements of ergodic theory, numerical approximation, parameter estimation, applications in biology and finance.

اسناد مشابه

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