Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 1203.4017

Moment Boundedness of Linear Stochastic Delay Differential Equation with Distributed Delay

Zhen Wang·Xiong Li·Jinzhi Lei
View original source ↗Read source document ↗Export metadata ↓

Abstract

This paper studies the moment boundedness of solutions of linear stochastic delay differential equations with distributed delay. For a linear stochastic delay differential equation, the first moment stability is known to be identical to that of the corresponding deterministic delay differential equation. However, boundedness of the second moment is complicated and depends on the stochastic terms. In this paper, the characteristic function of the equation is obtained through techniques of Laplace transform. From the characteristic equation, sufficient conditions for the second moment to be bounded or unbounded are proposed.

Explore related subjects

math.CA

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Zhen Wang, Xiong Li, Jinzhi Lei. 2012-10-10. Moment Boundedness of Linear Stochastic Delay Differential Equation with Distributed Delay. https://doi.org/10.1016/j.spa.2013.09.002

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Weighted inequalities in ergodic theory via transference

We first extend Calderón's transfer principle to weighted spaces in various different settings under suitable assumptions. Then we apply our results for some inequalities on the real line obtained by the author to prove corresponding inequalities in ergodic theory and ergodic $H^1$ spaces as well.

math.CA↗
arXiv2026

Wavelet resolution and Sobolev regularity of Calderón-Zygmund operators on domains

Given a uniform domain $Ω\subset {\mathbb R}^d$, we resolve each element of a suitably defined class of Calderòn-Zygmund (CZ) singular integrals on $Ω$ as the linear combination of Triebel wavelet operators and paraproduct terms. Our resolution formula entails a testing type characterization, loosely in the vein of the David-Journé theorem, of weighted Sobolev space bounds in terms of Triebel-Lizorkin and tree Carleson measure norms of the paraproduct symbols, which is new already in the case $Ω={\mathbb R}^d$ with Lebesgue measure. Our characterization covers the case of compressions to $Ω$ of global CZ operators, extending and sharpening past results of Prats and Tolsa for the convolution case. The weighted estimates we obtain, particularized to the Beurling operator on a Lipschitz domain with normal to the boundary in the corresponding sharp Besov class, may be used to deduce quantitative estimates for quasiregular mappings with dilatation in the Sobolev space $W^{1,p}(Ω)$, $p>2$.

math.CA↗