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.
Original language | English (US) |
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Pages (from-to) | 684-688 |
Number of pages | 5 |
Journal | Theory of Probability and its Applications |
Volume | 47 |
Issue number | 4 |
DOIs | |
State | Published - 2003 |
Keywords
- Gibbs dynamics
- Stochastic differential equation with delay
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty