It is possible to develop a partial description of the oscillatory behaviour of a linear stochastic differential equation with vanishing delay, by applying a transformation that yields a process with identical oscillatory behaviour, and... more
It is possible to develop a partial description of the oscillatory behaviour of a linear stochastic differential equation with vanishing delay, by applying a transformation that yields a process with identical oscillatory behaviour, and differentiable sample paths. Results from deterministic theory can then be applied on a pathwise basis. If it is possible to construct a discrete process that mimics
Research Interests: Applied Mathematics, Delay Differential Equation, Applied Mathematics and Computational Science, Oscillations, Stochastic differential equation, and 6 moreNumerical Analysis and Computational Mathematics, Boolean Satisfiability, Differential equation, Difference equation, Electrical And Electronic Engineering, and Computational Method
The existence and uniqueness of global solutions of a class of scalar stochastic functional dierential equations of Ito type is studied. It is not assumed, however, that the coecients need to satisfy global linear bounds. For a subclass... more
The existence and uniqueness of global solutions of a class of scalar stochastic functional dierential equations of Ito type is studied. It is not assumed, however, that the coecients need to satisfy global linear bounds. For a subclass of these equations, it is known that the associated deterministic equation, which is not noise-perturbed, explodes in finite time. Therefore, a noise
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This paper is concerned with the asymptotic and oscillatory proper- ties of stochastic delay dierential