Oscillation and non-oscillation in solu-tions of nonlinear stochastic delay dif-ferential equations

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)106-118
Number of pages13
JournalElectronic Communications in Probability
Volume9
DOIs
Publication statusPublished - 1 Jan 2004
Externally publishedYes

Keywords

  • Non-oscillation
  • Oscillation
  • Stochastic delay differential equation

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