Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
Affine stochastic differential equations with finite and infinite delay
 

Summary: Affine stochastic differential equations
with finite and infinite delay
Markus Riedle
Humboldt University of Berlin
September, 22nd, 2003
Montreal
Overview
Affine stochastic differential equations with finite and infinite delay
Introduction
Examples
Differences in the theory of finite and infinite delay
Stationary solutions
Equations with infinite delay
reducible to ordinary stochastic differential equations
Approximations of solutions
1
Finite delay: deterministic
x(t) =
[-,0]
x(t + s) (ds), t 0,

  

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

 

Collections: Mathematics