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Southern Illinois University
STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE MEMORY
Abstract
dc:description.abstractIn this dissertation, we discuss the existence and uniqueness of Ito-type stochastic functional differential equations with infinite memory using fixed point theorem technique. We also address the properties of the solution which are an upper bound for the pth moments of the solution and the Lp-regularity. Then, we provide an analysis to show the local asymptotic L2-stability of the trivial solution using fixed point theorem technique, and we give an approximation of the solution using Euler-Maruyama method providing the global error followed by simulating examples.
Degree
thesis:*- Name thesis:degree_name
- Doctor of Philosophy
- Level thesis:degree_level
- Campus Only Dissertation
- Discipline thesis:degree_discipline
- Mathematics
- Year dc:date.available
- 2018
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Althubiti, Saeed
- Contributors dc:contributor
-
- Schurz, Henri
Identifiers
dc:identifier.*- Repository record dc:identifier
- https://opensiuc.lib.siu.edu/dissertations/1544
- OAI identifier oai:identifier
- oai:opensiuc.lib.siu.edu:dissertations-2548