Second-order neutral stochastic evolution equations with heredity.
McKibben, Mark A. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Abstract stochastic integro-differential delay equations.”
Second-order neutral stochastic evolution equations with heredity.
Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator.
Hamadène, S., Hdhiri, I. (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Lyapunov exponents for the one-dimensional parabolic Anderson model with drift.
Drewitz, Alexander (2008)
Electronic Journal of Probability [electronic only]
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Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.
Berkaoui, A. (2004)
Portugaliae Mathematica. Nova Série
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On the stability of solutions of certain systems of differential equations with piecewise constant argument
Said R. Grace, Mustafa R. S. Kulenović, Hamdy El-Metwally (2002)
Czechoslovak Mathematical Journal
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We obtain some sufficient conditions for the existence of the solutions and the asymptotic behavior of both linear and nonlinear system of differential equations with continuous coefficients and piecewise constant argument.
Intermittency on catalysts: symmetric exclusion.
Gärtner, Jürgen, den Hollander, Frank, Maillard, Gregory (2007)
Electronic Journal of Probability [electronic only]
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Remarks concerning J. Witte's theorem and its applications
Józef Banaś, Jesus Rivero (1987)
Commentationes Mathematicae Universitatis Carolinae
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Oscillations of linear integro-differential equations
Rudolf Olach, Helena Šamajová (2005)
Open Mathematics
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Sufficient conditions which guarantee that certain linear integro-differential equation cannot have a positive solution are established.