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) |
|---|---|
| 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