Theory of Probability and Mathematical Statistics

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

Author(s): V. K. Yasins'kii; S. V. Antonyuk
Translated by: V. Semenov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, vipusk 70 (2004).
Journal: Theor. Probability and Math. Statist. No. 70 (2005), 177-184.
MSC (2000): Primary 60F15, 60G42; Secondary 62H12, 62J05
Posted: August 12, 2005
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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.

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Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 60F15, 60G42, 62H12, 62J05

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: 10.1090/S0094-9000-05-00641-1
PII: S 0094-9000(05)00641-1
Received by editor(s): 8/APR/2003
Posted: August 12, 2005
Copyright of article: Copyright 2005, American Mathematical Society

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ISSN: 1547-7363(e) 0094-9000(p)

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