Stability of solutions of stochastic functional-differential equations with poisson switchings and entire prehistory Export

@article{citeulike:4053737, abstract = {The Markov properties of the solutions of Ito-Skorokhod stochastic functional-differential equations (SFDEs) with entire prehistory are considered, the concept of a weak infinitesimal operator is introduced for a Markov process that is a solution of an SFDE, and the strong solution of the SFDE is analyzed for stability.}, author = {Antonyuk, S. and Yasinsk, V.}, citeulike-article-id = {4053737}, citeulike-linkout-0 = {http://dx.doi.org/10.1007/s10559-009-9073-9}, citeulike-linkout-1 = {http://www.springerlink.com/content/23h6402508314987}, doi = {10.1007/s10559-009-9073-9}, journal = {Cybernetics and Systems Analysis}, keywords = {markov, skorokhod\_space, stochastic}, posted-at = {2009-02-22 02:47:18}, priority = {2}, title = {Stability of solutions of stochastic functional-differential equations with poisson switchings and entire prehistory}, url = {http://dx.doi.org/10.1007/s10559-009-9073-9} }

TY - JOUR ID - citeulike:4053737 L3 - citeulike-article-id:4053737 N2 - The Markov properties of the solutions of Ito-Skorokhod stochastic functional-differential equations (SFDEs) with entire prehistory are considered, the concept of a weak infinitesimal operator is introduced for a Markov process that is a solution of an SFDE, and the strong solution of the SFDE is analyzed for stability. JF - Cybernetics and Systems Analysis TI - Stability of solutions of stochastic functional-differential equations with poisson switchings and entire prehistory KW - markov KW - skorokhod_space KW - stochastic AU - Antonyuk, S AU - Yasinsk, V UR - http://dx.doi.org/10.1007/s10559-009-9073-9 ER -