STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE MEMORY

In this dissertation, we discuss the existence and uniqueness of Ito-type stochastic functional differential equations with infinite memory using fixed point theorem technique. We also address the properties of the solution which are an upper bound for the pth moments of the solution and the Lp-regu...

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Bibliographic Details
Main Author: Althubiti, Saeed
Format: Others
Published: OpenSIUC 2018
Online Access:https://opensiuc.lib.siu.edu/dissertations/1544