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]
@article{ApplebyMW10,
title = {On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations},
author = {John A. D. Appleby and Xuerong Mao and Huizhong Wu},
year = {2010},
doi = {10.1137/080738404},
url = {http://dx.doi.org/10.1137/080738404},
researchr = {https://researchr.org/publication/ApplebyMW10},
cites = {0},
citedby = {0},
journal = {SIAM J. Math. Analysis},
volume = {42},
number = {2},
pages = {646-678},
}