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Volumn 88, Issue 2, 2000, Pages 195-211

On stationary solutions of delay differential equations driven by a Lévy process

Author keywords

L vy processes; Processes of Ornstein Uhlenbeck type* Stationary solution; Stochastic delay differential equations

Indexed keywords


EID: 0042207400     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00126-X     Document Type: Article
Times cited : (46)

References (15)
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    • (1987) Stochastics , vol.21 , pp. 251-286
    • Chojnowska-Michalik, A.1
  • 7
    • 0041130518 scopus 로고
    • An integral representation of operator-selfdecomposable random variables
    • Jurek Z.J. An integral representation of operator-selfdecomposable random variables. Bull. Acad. Pol. Sci. 30:1982;385-393.
    • (1982) Bull. Acad. Pol. Sci. , vol.30 , pp. 385-393
    • Jurek, Z.J.1
  • 8
    • 0000611461 scopus 로고
    • An integral representation for selfdecomposable Banach space valued random variables
    • Jurek Z.J., Vervaat W. An integral representation for selfdecomposable Banach space valued random variables. Z. Wahrsch. Verw. Gebiete. 62:1983;247-262.
    • (1983) Z. Wahrsch. Verw. Gebiete , vol.62 , pp. 247-262
    • Jurek, Z.J.1    Vervaat, W.2
  • 9
    • 0001840597 scopus 로고
    • Langevins stochastic differential equations extended by a time-delayed term
    • Küchler U., Mensch B. Langevins stochastic differential equations extended by a time-delayed term. Stochastics Stochastics Rep. 40:1992;23-42.
    • (1992) Stochastics Stochastics Rep. , vol.40 , pp. 23-42
    • Küchler, U.1    Mensch, B.2
  • 10
    • 0009454582 scopus 로고
    • A characterization of stable processes
    • Lukacs E. A characterization of stable processes. J. Appl. Probab. 6:1969;409-418.
    • (1969) J. Appl. Probab. , vol.6 , pp. 409-418
    • Lukacs, E.1
  • 11
    • 0001400501 scopus 로고
    • Lyapunov exponents and stationary solutions for affine stochastic delay equations
    • Mohammed S.-E.A., Scheutzow M.K.R. Lyapunov exponents and stationary solutions for affine stochastic delay equations. Stochastics Stochastics Rep. 29:1990;259-283.
    • (1990) Stochastics Stochastics Rep. , vol.29 , pp. 259-283
    • Mohammed, S.-E.A.1    Scheutzow, M.K.R.2
  • 13
    • 0000867331 scopus 로고
    • Stationary Processes of Ornstein-Uhlenbeck type
    • Springer, Berlin
    • Sato, K., Yamazato, M., 1983. Stationary Processes of Ornstein-Uhlenbeck type. Lecture Notes in Mathematics vol. 1021. pp. 541-551. Springer, Berlin.
    • (1983) Lecture Notes in Mathematics , vol.1021 , pp. 541-551
    • Sato, K.1    Yamazato, M.2
  • 15
    • 0042044052 scopus 로고
    • Stationary distribution for linear equations driven by general noise
    • Zabczyk J. Stationary distribution for linear equations driven by general noise. Bull. Acad. Pol. Sci. 31:1983;197-209.
    • (1983) Bull. Acad. Pol. Sci. , vol.31 , pp. 197-209
    • Zabczyk, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.