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Stochastic Differential Systems With Memory: Theory, Examples and Applications

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Stochastic Analysis and Related Topics VI

Part of the book series: Progress in Probability ((PRPR,volume 42))

Abstract

The purpose of this article is to introduce the reader to certain aspects of stochastic differential systems whose evolution depends on the past history of the state.

Research supported in part by NSF Grants DMS-9206785 and DMS-9503702.

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Authors
  1. Salah-Eldin A. Mohammed
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Editors and Affiliations

  1. Département Réseaux, École Nationale Supérieure des Télécommunications, 46, rue Barrault, 75634, Paris Cedex 13, France

    Laurent Decreusefond  & Ali Süleyman Üstünel  & 

  2. Dept. of Mathematics, University of Oslo, Box 1053 Blindern, N-0316, Oslo, Norway

    Bernt Øksendal

  3. Central Bureau of Statistics, Norwegian Computing Center, Box 8131 DEP, N-0316, Oslo, Norway

    Jon Gjerde

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Mohammed, SE.A. (1998). Stochastic Differential Systems With Memory: Theory, Examples and Applications. In: Decreusefond, L., Øksendal, B., Gjerde, J., Üstünel, A.S. (eds) Stochastic Analysis and Related Topics VI. Progress in Probability, vol 42. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-2022-0_1

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  • DOI: https://doi.org/10.1007/978-1-4612-2022-0_1

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7385-1

  • Online ISBN: 978-1-4612-2022-0

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