Results 31 to 40 of about 25,940 (295)
Numerical solutions of neutral stochastic functional differential equations with Markovian switching
Advances in Difference Equations, 2019 Until now, the theories about the convergence analysis, the almost surely and mean square exponential stability of the numerical solution for neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs) have been well ...
Yuru Hu, Huabin Chen, Chenggui Yuan
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H∞ Control of Discrete-Time Stochastic Systems With Borel-Measurable Markov Jumps
IEEE Access, 2020 This paper is concerned with a kind of discrete-time stochastic systems with Markov jump parameters taking values in a Borel measurable set. First, both strong exponential stability and exponential stability in the mean square sense are introduced for ...
Hongji Ma, Yuechen Cui, Yongli Wang
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Stability Analysis and Robust H∞ Control of Switched Stochastic Systems with Time-Varying Delay
Journal of Applied Mathematics, 2012 The problems of mean-square exponential stability and robust H∞ control of switched stochastic systems with time-varying delay are investigated in this paper.
Zhengrong Xiang, Guoxin Chen
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Almost sure exponential stability of numerical solutions for stochastic delay differential equations
, 2010 Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (
Szpruch, Lukasz, Wu, Fuke, Mao, Xuerong
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IMA Journal of Mathematical Control and Information, 2022 Abstract By a novel approach, we present some new criteria for the exponential stability in mean square of solutions of non-linear stochastic difference systems with time-varying delays. A discussion of the obtained results is given. Illustrative examples and simulations are provided.
Le Trung Hieu +3 more
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Discrete Dynamics in Nature and Society, 2018 In this paper, exponential stability and robust H∞ control problem are investigated for a class of discrete-time time-delay stochastic systems with infinite Markov jump and multiplicative noises.
Yueying Liu, Ting Hou
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Delay-dependent exponential stability of neutral stochastic delay systems
, 2009 This paper studies stability of neutral stochastic delay systems by linear matrix inequality (LMI) approach. Delay dependent criterion for exponential stability is presented and numerical examples are conducted to verify the effectiveness of the proposed
Mao, X., Huang, L.
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Sensitivity to small delays of mean square stability for stochastic neutral evolution equations [PDF]
, 2020 In this work, we are concerned about the mean square exponential stability property for a class of stochastic neutral functional differential equations with small delay parameters.
Wang, X, Wang, W, Liu, K
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IEEE Access, 2020 In this paper, we consider quaternion-valued stochastic delayed neural networks. We first obtain the existence of almost periodic solutions in distribution sense by employing the contraction mapping principle.
Xiaofang Meng, Yongkun Li
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, 2011 By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investigates conditions under which the Euler–Maruyama (EM) approximations of stochastic functional differential equations (SFDEs) can share the almost sure ...
Wu, Fuke +5 more
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