Electronic Communications in Probability

Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations

John Appleby and Conall Kelly

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Abstract

This paper studies the oscillation and nonoscillation of solutions of a nonlinear stochastic delay differential equation, where the noise perturbation depends on the current state, and the drift depends on a delayed argument. When the restoring force towards equilibrium is relatively strong, all solutions oscillate, almost surely. However, if the restoring force is superlinear, positive solutions exist with positive probability, and for suitably chosen initial conditions, the probability of positive solutions can be made arbitrarily close to unity.

Article information

Source
Electron. Commun. Probab., Volume 9 (2004), paper no. 12, 106-118.

Dates
Accepted: 6 October 2004
First available in Project Euclid: 26 May 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1464286692

Digital Object Identifier
doi:10.1214/ECP.v9-1115

Mathematical Reviews number (MathSciNet)
MR2108857

Zentralblatt MATH identifier
1060.60059

Subjects
Primary: 60H10: Stochastic ordinary differential equations [See also 34F05]
Secondary: 34K11: Oscillation theory 34K50: Stochastic functional-differential equations [See also , 60Hxx]

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

Appleby, John; Kelly, Conall. Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations. Electron. Commun. Probab. 9 (2004), paper no. 12, 106--118. doi:10.1214/ECP.v9-1115. https://projecteuclid.org/euclid.ecp/1464286692


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References

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