University of Khartoum

Stability Theorems for Stochastic Differential Equations (S.D.E.'s) with Memory (Part 2)

Stability Theorems for Stochastic Differential Equations (S.D.E.'s) with Memory (Part 2)

Show full item record

Title: Stability Theorems for Stochastic Differential Equations (S.D.E.'s) with Memory (Part 2)
Author: Ahmed, Tagelsir A.; Casteren, J.A
Abstract: Here stochastic di erential equations with memory means delay stochastic di erential equations. In this work we have proved a stability theorem (for the di usion of the S.D.E. (in [3]) which is an extension of the stability theorem of section three (in [3])to a stability theorem in history space. The work in this section is done by suitable modi cations of the corresponding work in [12]. In [3] we have formulated an example of the main delay stochastic di erential equation , see [3] and [1]. The example which we have considered is of the following form: d0@ x1(t) x2(t) ~xt 1A = 0@ x2(t)
URI: http://khartoumspace.uofk.edu/123456789/24753


Files in this item

Files Size Format View

This item appears in the following Collection(s)

Show full item record

Share

Search DSpace


Browse

My Account