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Ane stochastic di erential equations with in nite delay
 

Summary: AĆne stochastic di erential
equations with in nite delay
Markus Riedle
Humboldt University of Berlin
riedle@mathematik.hu-berlin.de
31 October 2002

Overview
1) Deterministic, linear, homogeneous di eren-
tial equations with in nite delay:
{ Phase spaces
2) General, stochastic di erential equations with
in nite delay:
{ Using the deterministic theory
3) AĆne, stochastich di erential equations with
in nite delay:
{ Representation
{ Stationary solution
{ Approximation
1

  

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

 

Collections: Mathematics