Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory

Details Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory

2002-01-29

arxiv.org/abs/math/0201275v1

Mathematics

Probability

6 pages, submitted to Probability Theory and Applications

Scientific paper

A stochastic differential equation with infinite memory is considered. The
drift coefficient of the equation is a nonlinear functional of the past history
of the solution. Sufficient conditions for existence and uniqueness of
stationary solution are given.

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