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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2002 Volume 47, Issue 4, Pages 764–768 (Mi tvp3779)

This article is cited in 3 papers

Short Communications

Existence and uniqueness of a stationary solution of a nonlinear stochastic differential equation with memory

Yu. Yu. Bakhtin

International Institute of Earthquake Prediction Theory and Mathematical Geophysics RAS

Abstract: 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.

Received: 25.01.2002

DOI: 10.4213/tvp3779


 English version:
Theory of Probability and its Applications, 2003, 47:4, 684–688

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