Stability of stochastic functional differential equations and the W-transform

The paper contains a systematic presentation of how the so-called ``W-transform'' can be used to study stability of stochastic functional differential equations. The W-transform is an integral transform which typically is generated by a simpler differential equation (``referen...

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Bibliographic Details
Main Authors: Ramazan Kadiev, Arcady Ponosov
Format: Article
Language:English
Published: Texas State University 2004-07-01
Series:Electronic Journal of Differential Equations
Subjects:
Online Access:http://ejde.math.txstate.edu/Volumes/2004/92/abstr.thml