On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations

John A. D. Appleby, Xuerong Mao, Huizhong Wu. On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations. SIAM J. Math. Analysis, 42(2):646-678, 2010. [doi]

Abstract

Abstract is missing.