Existence and uniqueness of a stationary solution of a nonlinear stochastic differential equation with memory
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 4, pp. 764-768
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The paper obtains sufficient conditions for the existence and uniqueness of a stationary solution of a nonlinear stochastic differential equation, a drift coefficient of which is a nonlinear functional of the history of the solution.
Keywords:
stochastic differential equation with delay, Gibbs dynamics.
@article{TVP_2002_47_4_a7,
author = {Yu. Yu. Bakhtin},
title = {Existence and uniqueness of a stationary solution of a nonlinear stochastic differential equation with memory},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {764--768},
year = {2002},
volume = {47},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_4_a7/}
}
TY - JOUR AU - Yu. Yu. Bakhtin TI - Existence and uniqueness of a stationary solution of a nonlinear stochastic differential equation with memory JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2002 SP - 764 EP - 768 VL - 47 IS - 4 UR - http://geodesic.mathdoc.fr/item/TVP_2002_47_4_a7/ LA - ru ID - TVP_2002_47_4_a7 ER -
Yu. Yu. Bakhtin. Existence and uniqueness of a stationary solution of a nonlinear stochastic differential equation with memory. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 4, pp. 764-768. http://geodesic.mathdoc.fr/item/TVP_2002_47_4_a7/