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Delay differential equations driven by Levy processes
 

Summary: Delay differential equations
driven by L┤evy processes
( joint work with M. Rei▀, 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