Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory

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dc.creatorBakhtin, Yuri
dc.date2002-01-29
dc.date.accessioned2026-07-07T04:46:10Z
dc.date.available2026-07-07T04:46:10Z
dc.descriptionA 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.
dc.description6 pages, submitted to Probability Theory and Applications
dc.identifierhttps://arxiv.org/abs/math/0201275
dc.identifierhttp://arxiv.org/abs/math/0201275
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/63222
dc.subjectProbability
dc.subjectDynamical Systems
dc.titleExistence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory
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