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Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory

Yuri Bakhtin
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Abstract

A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary solution are given.

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Yuri Bakhtin. 2002-01-29. Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory. https://arxiv.org/abs/math/0201275

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