Weak and strong solutions of Generalized Itô's Stochastic Functional Differential Equations

Acta Mathematica Sinica English Series ◽

10.1007/bf02582905 ◽

1993 ◽

Vol 9 (3) ◽

pp. 265-277

Author(s):

Xu Jiagu

Keyword(s):

Differential Equations ◽

Functional Differential Equations ◽

Strong Solutions ◽

Stochastic Functional Differential Equations ◽

Functional Differential ◽

Stochastic Functional ◽

Weak And Strong Solutions

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On Weak and Strong Solutions of Paired Stochastic Functional Differential Equations in Infinite-Dimensional Spaces

Journal of Optimization Differential Equations and their Applications ◽

10.15421/142108 ◽

2021 ◽

Vol 29 (2) ◽

pp. 48

Author(s):

Andrey O. Stanzhytskyi

Keyword(s):

Differential Equations ◽

Functional Differential Equations ◽

Strong Solutions ◽

Stochastic Functional Differential Equations ◽

Infinite Dimensional ◽

Functional Differential ◽

Stochastic Functional ◽

Weak And Strong Solutions

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Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup

Stochastics ◽

10.1080/17442508.2021.1873340 ◽

2021 ◽

pp. 1-18

Author(s):

Dongdong Gao ◽

Jianli Li

Keyword(s):

Differential Equations ◽

Functional Differential Equations ◽

Existence Results ◽

Stochastic Functional Differential Equations ◽

Functional Differential ◽

Stochastic Functional

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Global attracting sets of stochastic functional differential equations driven by a square integrable Lévy martingale

Afrika Matematika ◽

10.1007/s13370-021-00890-w ◽

2021 ◽

Author(s):

Abdelfouad Bakka ◽

Salah Hajji

Keyword(s):

Differential Equations ◽

Functional Differential Equations ◽

Stochastic Functional Differential Equations ◽

Functional Differential ◽

Stochastic Functional

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Existence, uniqueness and stability of the solution to neutral stochastic functional differential equations with infinite delay under non-Lipschitz conditions

Advances in Difference Equations ◽

10.1186/1687-1847-2013-151 ◽

2013 ◽

Vol 2013 (1) ◽

Cited By ~ 5

Author(s):

Fengying Wei ◽

Yuhua Cai

Keyword(s):

Differential Equations ◽

Infinite Delay ◽

Functional Differential Equations ◽

Stochastic Functional Differential Equations ◽

Functional Differential ◽

Lipschitz Conditions ◽

Stochastic Functional ◽

Stability Of The Solution

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Large Deviations for Stochastic Functional Differential Equations with Infinite Delay

Indian Journal of Industrial and Applied Mathematics ◽

10.5958/1945-919x.2020.00015.8 ◽

2020 ◽

Vol 11 (2) ◽

pp. 222-233

Author(s):

Shruthi Gopal ◽

M. Suvinthra

Keyword(s):

Differential Equations ◽

Large Deviations ◽

Infinite Delay ◽

Functional Differential Equations ◽

Stochastic Functional Differential Equations ◽

Functional Differential ◽

Stochastic Functional

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Remarks and corrections on “An existence theorem for stochastic functional differential equations with delays under weak assumptions, Statistics and Probability Letters 78, 2008” by N. Halidias and Y. Ren

Statistics & Probability Letters ◽

10.1016/j.spl.2009.07.021 ◽

2009 ◽

Vol 79 (20) ◽

pp. 2220-2222 ◽

Cited By ~ 3

Author(s):

Nikolaos Halidias

Keyword(s):

Differential Equations ◽

Existence Theorem ◽

Functional Differential Equations ◽

Stochastic Functional Differential Equations ◽

Statistics And Probability ◽

Functional Differential ◽

Stochastic Functional

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Stability of hybrid stochastic functional differential equations

Applied Mathematics and Computation ◽

10.1016/j.amc.2018.03.064 ◽

2019 ◽

Vol 346 ◽

pp. 832-841 ◽

Cited By ~ 1

Author(s):

Dehao Ruan ◽

Liping Xu ◽

Jiaowan Luo

Keyword(s):

Differential Equations ◽

Functional Differential Equations ◽

Stochastic Functional Differential Equations ◽

Functional Differential ◽

Stochastic Functional

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Attraction, stability and robustness for stochastic functional differential equations with infinite delay

Automatica ◽

10.1016/j.automatica.2011.07.001 ◽

2011 ◽

Vol 47 (10) ◽

pp. 2224-2232 ◽

Cited By ~ 16

Author(s):

Fuke Wu ◽

Shigeng Hu

Keyword(s):

Differential Equations ◽

Infinite Delay ◽

Functional Differential Equations ◽

Stochastic Functional Differential Equations ◽

Functional Differential ◽

Stochastic Functional

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New-type stability theorem for stochastic functional differential equations with application to SFDSs with distributed delays

International Journal of Systems Science ◽

10.1080/00207721.2012.745028 ◽

2013 ◽

Vol 45 (5) ◽

pp. 1156-1169 ◽

Cited By ~ 8

Author(s):

Xueyan Zhao ◽

Feiqi Deng

Keyword(s):

Differential Equations ◽

Functional Differential Equations ◽

Stability Theorem ◽

Distributed Delays ◽

Stochastic Functional Differential Equations ◽

New Type ◽

Functional Differential ◽

Stochastic Functional

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Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion

Random Operators and Stochastic Equations ◽

10.1515/rose-2014-0020 ◽

2014 ◽

Vol 22 (4) ◽

Author(s):

Zhi Li ◽

Jiaowan Luo

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Functional Differential Equations ◽

Hurst Parameter ◽

Stochastic Functional Differential Equations ◽

Harnack Inequalities ◽

Functional Differential ◽

Stochastic Functional

AbstractIn this paper, Harnack inequalities are established for stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter

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