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20162024
most citedStrong Uniqueness of Singular Stochastic Delay Equations

2 citations · 2 across the 4 of their papers we have counts for

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math.PR2017★ 2 cited

Strong Uniqueness of Singular Stochastic Delay Equations

D. Baños, H. H. Haferkorn, F. Proske

In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector fie…

math.PR2017

Stochastic functional differential equations and sensitivity to their initial path

David R. Baños, Giulia Di Nunno, Hannes Haferkorn +1

We consider systems with memory represented by stochastic functional differential equations. Substantially, these are stochastic differential equations with coefficients depending…