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About This Book

This research monograph provides an account of the qualitative theory of
stochastic functional differential equations, bringing together the hitherto
disjoint fields of stochastic differential equations and deterministic
functional differential equations. Much of the material discussed is new,
ranging from questions of existence to stability of solutions.
The approach is essentially self-contained, assuming minimal probabilistic
background. The main prerequisites from probability and linear analysis
are summarized in Chapter One, while the final chapter indicates the potential
for further research and applications.

The unified treatment lends itself to a range of examples and applications.
The book should interest both pure and applied mathematicians researching
in stochastic analysis, differential equations, probability, stochastic
control and theoretical engineering.

Review by M. Metivier
[.pdf]

Errata (.dvi file)

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