Gilsing, Hagen - Sonderforschungsbereich 373, Quantifikation und … - 2003
Stochastic Delay Differential Equations (SDDE) are Stochastic Functional Differential Equations with important applications. It is of interest to characterize the L2-stability (stability of second moments) of solutions of SDDE. For the class of linear, scalar SDDE we can show that second...