Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory
Abstract
Description
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.
6 pages, submitted to Probability Theory and Applications
6 pages, submitted to Probability Theory and Applications