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math.PR2008★ 1 cited
Cylindrical Wiener processes
Markus Riedle
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stochastic processes, which are a well considered mathematical object. This approach…
math.PR2007★ 1 cited
Geometric Brownian Motion with delay: mean square characterisation
J. A. D. Appleby, M. Riedle
A geometric Brownian motion with delay is the solution of a stochastic differential equation where the drift and diffusion coefficient depend linearly on the past of the solution,…
math.PR2005
Delay differential equations driven by Levy processes: stationarity and Feller properties
M. Reiss, M. Riedle, O. van Gaans
We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed…