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

A. N. Stanzhytskyi, A. O. Tsukanova


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.

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