Summary: Delay differential equations
driven by L´evy processes
( joint work with M. Reiß, O. van Gaans)
Markus Riedle
The University of Manchester
Chester, 6 November 2008
Conclusions
dX(t) = F(Xt) dS(t)
Delay equation in R
c
(Xt : t 0) in Banach space
Segment process in -dim space
c
d ~Xt = ~F(Xt) d ~St
Equation in -dim space

Source: Applebaum, David - Department of Probability and Statistics, University of Sheffield

Collections: Mathematics