2002/01/29 by Yuri Bakhtin, Bakhtin, Yuri
Economics, Econometrics and Finance · Engineering · Mathematics · #Differential Equations and Numerical Methods #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #math.DS #math.PR
paper · pdf · doi:10.48550/arxiv.math/0201275
6 pages, submitted to Probability Theory and Applications
arxiv created 2002/01/29 · openalex publication_date 2002/01/29 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.