6 citations · 6 across the 2 of their papers we have counts for
2 papers
math.AP2009★ 6 cited
Invariant measures for stochastic functional differential equations with superlinear drift term
Abdelhadi Es--Sarhir, Onno van Gaans, Michael Scheutzow
We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear g…
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…