EJP Reading Tools

On Existence and Uniqueness of Stationary Distributions for Stochastic Delay Differential Equations with Positivity Constraints

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	On Existence and Uniqueness of Stationary Distributions for Stochastic Delay Differential Equations with Positivity Constraints
2.	Creator	Author's name, affiliation, country	Michael S Kinnally; University of California San Diego; United States
2.	Creator	Author's name, affiliation, country	Ruth J. Williams; University of California San Diego; United States
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	stochastic differential equation, delay equation, stationary distribution, normal reflection, Lyapunov/Razumikhin-type argument, asymptotic coupling
3.	Subject	Subject classification	34K50; 37H10; 60H10; 60J25; 93E15
4.	Description	Abstract	Deterministic dynamic models with delayed feedback and state constraints arise in a variety of applications in science and engineering. There is interest in understanding what effect noise has on the behavior of such models. Here we consider a multidimensional stochastic delay differential equation with normal reflection as a noisy analogue of a deterministic system with delayed feedback and positivity constraints. We obtain sufficient conditions for existence and uniqueness of stationary distributions for such equations. The results are applied to an example from Internet rate control and a simple biochemical reaction system.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	National Science Foundation
7.	Date	(YYYY-MM-DD)	2010-04-28
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/756
10.	Identifier	Digital Object Identifier	10.1214/EJP.v15-756
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 15
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
15.	Rights	Copyright and permissions	The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free to copy, distribute, display, and perform the work to make derivative works to make commercial use of the work under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.