Summary: AÆne stochastic dierential
equations with innite delay
Markus Riedle
Humboldt University of Berlin
riedle@mathematik.hu-berlin.de
31 October 2002

Overview
1) Deterministic, linear, homogeneous dieren-
tial equations with innite delay:
{ Phase spaces
2) General, stochastic dierential equations with
innite delay:
{ Using the deterministic theory
3) AÆne, stochastich dierential equations with
innite delay:
{ Representation
{ Stationary solution
{ Approximation
1

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

Collections: Mathematics