An existence theorem for stochastic functional differential equations with delays under weak assumptions

被引：12

作者：

Halidias, Nikolaos ^{[2
]}

Ren, Yong ^{[1
]}

机构：

[1] Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R China

[2] Univ Aegean, Dept Stat & Actuarial Financial Math, Karlovassi 83200, Samos, Greece

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 17期

关键词：

D O I：

10.1016/j.spl.2008.04.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we consider stochastic functional differential equations with delays and our aim is to prove an existence theorem when the drift coefficient is not continuous. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：2864 / 2867

页数：4

共 5 条

[1]

Halidias N., 2006, J APPL MATH STOCH AN, P1

[2] A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient [J].

Halidias, Nikolaos ;

Kloeden, Peter E. .

BIT NUMERICAL MATHEMATICS, 2008, 48 (01) :51-59

[3]

Mao X., 2007, STOCHASTIC DIFFERENT

[4]

REN Y, 2007, J COMPUT APPL MATH, DOI DOI 10.1016/J.CAM.2007.08.002

[5] A stochastic delay financial model [J].

Stoica, G .

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2005, 133 (06) :1837-1841

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