Delay differential equations (DDEs) extend classical ordinary differential equations by incorporating dependencies on past states. This inclusion of time delays is critical for accurately modelling ...

Abstract.The subject of this paper is the analytic approximation of solution to stochastic differential delay equations with Poisson jump. We introduce approximate methods for stochastic differential ...

Initial value problems for first order partial functional almost linear equations with unbounded delay are considered. The functional dependence is represented by the generalized Hale operator with ...