Cauchy problems and invariant measures for one stochastic functional-differential equation

Автор(и)

  • A. N. Stanzhytskyi
  • A. O. Tsukanova

DOI:

https://doi.org/10.24144/2616-7700.2018.2(33).120-135

Анотація

We deal with Cauchy problem for one stochastic functional-differential equation. We study the existence, uniqueness and continuous dependence on initial function of so-called mild solution to this problem. We have also obtained its Markovian and Feller property and obtained sufficient conditions of invariant measure existence in terms of coefficients.

Посилання

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  5. M.Scheutzow, O.Butkovsky. Invariant measures for stochastic functional differential equations. // Electron. J. Probab. – 2017. – 22, №98. – P. 1 – 23.

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Опубліковано

2019-06-13

Як цитувати

Stanzhytskyi, A. N., & Tsukanova, A. O. (2019). Cauchy problems and invariant measures for one stochastic functional-differential equation. Науковий вісник Ужгородського університету. Серія «Математика і інформатика», 2(33), 120–135. https://doi.org/10.24144/2616-7700.2018.2(33).120-135

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