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Unstable invariant distributions for a class of stochastic delay equations

Published online by Cambridge University Press:  20 January 2009

S. E. A. Mohammed
S. E. A. Mohammed
Affiliation:
Mathematics DepartmentSouthern Illinois University at CarbondaleCarbondaleIllinois 62901, U.S.A.
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In our article [8] we examined asymptotic mean square stability for linear retarded f.d.e.'s which are perturbed by white noise. It is shown in [8] and [10] that if the deterministic linear retarded f.d.e. is asymptotically stable, then so is the perturbed stochastic f.d.e.

Type
Research Article
Information
Proceedings of the Edinburgh Mathematical Society , Volume 31 , Issue 1 , February 1988 , pp. 1 - 23
Copyright
Copyright © Edinburgh Mathematical Society 1988

References

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