5 citations · 7 across the 3 of their papers we have counts for
3 papers
Recurrent Solutions of Stochastic Differential Equations with Non-constant Diffusion Coefficients which obey the Law of the Iterated Logarithm
John A. D. Appleby, Huizhong Appleby-Wu
By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard…
On the Existence and Uniqueness of Solutions of Stochastic Equations of Neutral Type
John A. D. Appleby, Huizhong Appleby-Wu, Xuerong Mao
This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax t…
On the almost sure running maxima of solutions of affine neutral stochastic functional differential equations
John A. D. Appleby, Huizhong Appleby-Wu, Xuerong Mao
This paper studies the large fluctuations of solutions of finite--dimensional affine stochastic neutral functional differential equations with finite memory, as well as related non…