Results 31 to 40 of about 114,687,083 (175)

Explicit criteria for exponential stability in mean square of stochastic difference systems with delays

open access: yesIMA 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
openaire   +1 more source

Numerical solutions of neutral stochastic functional differential equations with Markovian switching

open access: yesAdvances 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
doaj   +1 more source

H∞ Control of Discrete-Time Stochastic Systems With Borel-Measurable Markov Jumps

open access: yesIEEE 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
doaj   +1 more source

Stability Analysis and Robust H∞ Control of Switched Stochastic Systems with Time-Varying Delay

open access: yesJournal 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
doaj   +1 more source

Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations [PDF]

open access: yes, 2011
Asymptotic stability and boundedness have been two of most popular topics in the study of stochastic functional differential equations (SFDEs) (see e.g. Appleby and Reynolds (2008), Appleby and Rodkina (2009), Basin and Rodkina (2008), Khasminskii (1980),
Luo, Qi, Shen, Yi, Mao, Xuerong
core   +4 more sources

Exponential Stability and Robust H∞ Control for Discrete-Time Time-Delay Infinite Markov Jump Systems

open access: yesDiscrete 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
doaj   +1 more source

Almost Periodic Solutions in Distribution Sense for Quaternion-Valued Stochastic Delayed Neural Networks

open access: yesIEEE 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
doaj   +1 more source

Stability of Stochastic Reaction-Diffusion Recurrent Neural Networks with Unbounded Distributed Delays

open access: yesDiscrete Dynamics in Nature and Society, 2011
Stability of reaction-diffusion recurrent neural networks (RNNs) with continuously distributed delays and stochastic influence are considered. Some new sufficient conditions to guarantee the almost sure exponential stability and mean square exponential ...
Chuangxia Huang   +3 more
doaj   +1 more source

Exponential stabilization for nonlinear switched stochastic systems with interval time-varying delay under asynchronous switching

open access: yesAdvances in Difference Equations, 2019
The paper investigates mean-square exponential stabilization for a class of nonlinear switched stochastic systems with interval time-varying delay under asynchronous switching.
Yongzhao Wang
doaj   +1 more source

The Stochastic Θ-Method for Nonlinear Stochastic Volterra Integro-Differential Equations

open access: yesAbstract and Applied Analysis, 2014
The stochastic Θ-method is extended to solve nonlinear stochastic Volterra integro-differential equations. The mean-square convergence and asymptotic stability of the method are studied. First, we prove that the stochastic Θ-method is convergent of order
Peng Hu, Chengming Huang
doaj   +1 more source

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