Results 21 to 30 of about 25,940 (295)
Mathematics, 2022 This paper examines the numerical solutions of the neutral stochastic functional differential equation. This study establishes the discrete stochastic Razumikhin-type theorem to investigate the exponential stability in the mean square sense of the Euler ...
Qi Wang, Huabin Chen, Chenggui Yuan
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Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations [PDF]
, 2007 Relatively little is known about the ability of numerical methods for stochastic differential equations (SDEs) to reproduce almost sure and small-moment stability.
Yuan, C. +4 more
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Journal of Inequalities and Applications, 2017 The main purpose of this paper is to investigate the strong convergence and exponential stability in mean square of the exponential Euler method to semi-linear stochastic delay differential equations (SLSDDEs).
Ling Zhang
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Mean square exponential stability of numerical methods for stochastic differential delay equations
CoRR, 2023 Mean square exponential stability of $θ$-EM and modified truncated Euler-Maruyama (MTEM) methods for stochastic differential delay equations (SDDEs) are investigated in this paper. We present new criterion of mean square exponential stability of the $θ$-EM and MTEM methods for SDDEs, which are different from most existing results under Khasminskii-type
Guangqiang Lan, Qi Liu
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Nonuniform Mean-square Exponential Dichotomies and Mean-square Exponential Stability
, 2019 In this paper, the existence conditions of nonuniform mean-square exponential dichotomy (NMS-ED) for a linear stochastic differential equation (SDE) are established. The difference of the conditions for the existence of a nonuniform dichotomy between an SDE and an ordinary differential equation (ODE) is that the first one needs an additional assumption,
Zhu, Hailong, Chen, Li, He, Xiuli
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Exponential Stability and Numerical Methods of Stochastic Recurrent Neural Networks with Delays
Abstract and Applied Analysis, 2013 Exponential stability in mean square of stochastic delay recurrent neural networks is investigated in detail. By using Itô’s formula and inequality techniques, the sufficient conditions to guarantee the exponential stability in mean square of an ...
Shifang Kuang +3 more
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Stability of numerical method for semi-linear stochastic pantograph differential equations
Journal of Inequalities and Applications, 2016 As a particular expression of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and electrodynamics.
Yu Zhang, Longsuo Li
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Asymptotic and exponential decay in mean square for delay geometric Brownian motion [PDF]
, 2022 summary:We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay.
Haškovec, Jan
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Науковий вісник Ужгородського університету. Серія: Математика і інформатика, 2017 Sufficient conditions equivalent concepts of stochastic stability and exponential stability in the mean square for stochastic dynamic systems random structure with Markov switching are obtained.
T. O. Лукашів, І. В. Малик
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Advances in Difference Equations, 2020 In this paper, we introduce the concept of square-mean piecewise almost automorphic function. By using the theory of semigroups of operators and the contraction mapping principle, the existence of square-mean piecewise almost automorphic mild solutions ...
Junwei Liu, Ruihong Ren, Rui Xie
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