Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory
Probability
2007-05-23 v1 Dynamical Systems
Abstract
A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary solution are given.
Keywords
Cite
@article{arxiv.math/0201275,
title = {Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory},
author = {Yuri Bakhtin},
journal= {arXiv preprint arXiv:math/0201275},
year = {2007}
}
Comments
6 pages, submitted to Probability Theory and Applications