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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 4, Pages 764–768
DOI: https://doi.org/10.4213/tvp3779 (Mi tvp3779) 		 
This article is cited in 3 scientific papers (total 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
Full-text PDF (555 kB) Citations (3)
DOI: https://doi.org/10.4213/tvp3779
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
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 4, Pages 684–688
DOI: https://doi.org/10.1137/S0040585X97980051
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. Yu. Bakhtin, “Existence and uniqueness of a stationary solution of a nonlinear stochastic differential equation with memory”, Teor. Veroyatnost. i Primenen., 47:4 (2002), 764–768; Theory Probab. Appl., 47:4 (2003), 684–688
Citation in format AMSBIB
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\paper Existence and uniqueness of a stationary solution of a nonlinear stochastic differential equation with memory
\jour Teor. Veroyatnost. i Primenen.
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\pages 764--768
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\zmath{https://zbmath.org/?q=an:1054.60062}
\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 4
\pages 684--688
\crossref{https://doi.org/10.1137/S0040585X97980051}
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  • https://www.mathnet.ru/eng/tvp3779
  • https://doi.org/10.4213/tvp3779
  • https://www.mathnet.ru/eng/tvp/v47/i4/p764
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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