Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations.
Appleby, John A.D., Kelly, Cónall (2004)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “On the positivity and zero crossings of solutions of stochastic Volterra integrodifferential equations.”
Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations.
General decay stability for stochastic functional differential equations with infinite delay.
Liu, Yue, Meng, Xuejing, Wu, Fuke (2010)
International Journal of Stochastic Analysis
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Itô-Skorohod stochastic equations and applications to finance.
Tudor, Ciprian A. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Existence, uniqueness and ergodicity of positive solution of mutualism system with stochastic perturbation.
Ji, Chunyan, Jiang, Daqing, Liu, Hong, Yang, Qingshan (2010)
Mathematical Problems in Engineering
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Pricing variance swaps for stochastic volatilities with delay and jumps.
Swishchuk, Anatoliy, Xu, Li (2011)
International Journal of Stochastic Analysis
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Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations.
Appleby, John A.D. (2002)
Electronic Communications in Probability [electronic only]
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Existence and stability of solutions for nonautonomous stochastic functional evolution equations.
Fu, Xianlong (2009)
Journal of Inequalities and Applications [electronic only]
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Stabilization of Volterra equations by noise.
Appleby, John A.D., Flynn, Aoife (2006)
Journal of Applied Mathematics and Stochastic Analysis
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On the pathwise uniqueness of solutions of stochastic differential equations.
Sonoc, C. (1998)
Portugaliae Mathematica
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Approximation of the Zakai equation in a nonlinear filtering problem with delay
Krystyna Twardowska, Tomasz Marnik, Monika Pasławska-Południak (2003)
International Journal of Applied Mathematics and Computer Science
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A nonlinear filtering problem with delays in the state and observation equations is considered. The unnormalized conditional probability density of the filtered diffusion process satisfies the so-called Zakai equation and solves the nonlinear filtering problem. We examine the solution of the Zakai equation using an approximation result. Our theoretical deliberations are illustrated by a numerical example.
On solutions of general nonlinear stochastic integral equations.
Balachandran, K., Kim, J.-H. (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Quantitative results for perturbed stochastic differential equations.
Stoyanov, Jordan, Botev, Dobrin (1996)
Journal of Applied Mathematics and Stochastic Analysis
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Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Svetlana Janković, Miljana Jovanović (2000)
Publications de l'Institut Mathématique
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