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math.PR2015
A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations
Jianhai Bao, Qingshuo Song, George Yin +1
This paper focuses on a class of two-time-scale functional stochastic differential equations, where the phase space of the segment processes is infinite-dimensional. It develops er…
math.PR2015★ 8 cited
Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients
Yanting Ji, Qingshuo Song, Chenggui Yuan
In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical appro…