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Your search keyword '"delay differential equations"' showing total 2 results
Start Over Descriptor "delay differential equations" Publication Year Range Last 10 years Journal infinite dimensional analysis, quantum probability & related topics Publisher world scientific publishing company
2 results on '"delay differential equations"'

1. Distribution-dependent stochastic differential delay equations in finite and infinite dimensions.

Author

Heinemann, Rico

Subjects
*STOCHASTIC differential equations, *FINITE, The, *DELAY differential equations, *PROBABILITY measures
Abstract

We prove that distribution-dependent (also called McKean–Vlasov) stochastic delay equations of the form d X (t) = b (t , X t , ℒ X t ) d t + σ (t , X t , ℒ X t ) d W (t) have unique (strong) solutions in finite as well as infinite-dimensional state spaces if the coefficients fulfill certain monotonicity assumptions. [ABSTRACT FROM AUTHOR]

Published
2021
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2. Author index (Vol. 24).

Subjects
*ENDOMORPHISMS, *STOCHASTIC integrals, *EXPONENTIAL sums, *STOCHASTIC differential equations, *DELAY differential equations, *LIMIT theorems, *DIFFERENTIAL equations, *QUANTUM groups
Published
2021
Full Text
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