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

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spelling	ndltd-siu.edu-oai-opensiuc.lib.siu.edu-dissertations-25482019-03-27T09:34:52Z STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE MEMORY Althubiti, Saeed 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-regularity. Then, we provide an analysis to show the local asymptotic L2-stability of the trivial solution using fixed point theorem technique, and we give an approximation of the solution using Euler-Maruyama method providing the global error followed by simulating examples. 2018-05-01T07:00:00Z text application/pdf https://opensiuc.lib.siu.edu/dissertations/1544 Dissertations OpenSIUC
collection	NDLTD
format	Others
sources	NDLTD
description	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-regularity. Then, we provide an analysis to show the local asymptotic L2-stability of the trivial solution using fixed point theorem technique, and we give an approximation of the solution using Euler-Maruyama method providing the global error followed by simulating examples.
author	Althubiti, Saeed
spellingShingle	Althubiti, Saeed STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE MEMORY
author_facet	Althubiti, Saeed
author_sort	Althubiti, Saeed
title	STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE MEMORY
title_short	STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE MEMORY
title_full	STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE MEMORY
title_fullStr	STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE MEMORY
title_full_unstemmed	STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE MEMORY
title_sort	stochastic functional differential equations with infinite memory
publisher	OpenSIUC
publishDate	2018
url	https://opensiuc.lib.siu.edu/dissertations/1544
work_keys_str_mv	AT althubitisaeed stochasticfunctionaldifferentialequationswithinfinitememory
_version_	1719007181349584896

STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE MEMORY

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