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On the properties of the second moment of solutions of stochastic differential-functional equations with varying coefficients


Authors: V. K. Yasins'kii and S. V. Antonyuk
Translated by: V. Semenov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 70 (2004).
Journal: Theor. Probability and Math. Statist. 70 (2005), 177-184
MSC (2000): Primary 60F15, 60G42; Secondary 62H12, 62J05
DOI: https://doi.org/10.1090/S0094-9000-05-00641-1
Published electronically: August 12, 2005
MathSciNet review: 2110874
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Abstract | References | Similar Articles | Additional Information

Abstract: Sufficient conditions for the mean square stability of solutions of linear stochastic differential-functional Itô-Skorokhod equations with unbounded aftereffect are obtained in the paper. The critical case is also studied.


References [Enhancements On Off] (What's this?)

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Additional Information

V. K. Yasins'kii
Affiliation: Department of Mathematics, Chernivtsi National Yuriy Fedkovich University, Universitets’ka Street 28, Chernivtsi 58012, Ukraine
Email: yasik@cv.ukrtel.net

S. V. Antonyuk
Affiliation: Department of Mathematics, Chernivtsi National Yuriy Fedkovich University, Universitets’ka Street 28, Chernivtsi 58012, Ukraine

DOI: https://doi.org/10.1090/S0094-9000-05-00641-1
Received by editor(s): April 8, 2003
Published electronically: August 12, 2005
Article copyright: © Copyright 2005 American Mathematical Society

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