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Exponential ultimate boundedness of impulsive stochastic delay differential equations
Applied Mathematics Letters, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liguang Xu, Danhua He
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Nonlinear Dynamics, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Weisong Zhou, Liguang Xu, Hu Hongxiao
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Weisong Zhou, Liguang Xu, Hu Hongxiao
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Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME, 1989
On s'interesse a la facon de concevoir en une seule etape les parties lineaire et non-lineaire afin de garantir non seulement la limite ultime de stabilite mais aussi un taux de convergence aussi proche que celui du systeme nominal ...
GAROFALO, FRANCESCO, G. Leitmann
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On s'interesse a la facon de concevoir en une seule etape les parties lineaire et non-lineaire afin de garantir non seulement la limite ultime de stabilite mais aussi un taux de convergence aussi proche que celui du systeme nominal ...
GAROFALO, FRANCESCO, G. Leitmann
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Exponential ultimate boundedness and stability of stochastic differential equations with impulese
Asian Journal of Control, 2022AbstractThe paper mainly studies globally pth moment exponentially ultimate boundedness and pth moment exponential stability of impulsive stochastic functional differential equations. By using the Lyapunov direct method of Razumikhin‐type condition and the principle of comparison, some sufficient conditions for globally pth moment exponentially ...
Fang Huang, Jianli Li
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Boundedness and exponential stability for nonautonomous RCNNs with distributed delays [PDF]
Computers and Mathematics With Applications, 2007 Some sufficient conditions for the ultimate boundedness and global exponential stability of a class of nonautonomous reaction–diffusion cellular neural networks (RCNNs) with distributed delays are obtained by means of the Lyapunov functional method ...
Baotong Cui, Xuyang Lou
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Exponential ultimate boundedness of impulsive stochastic delay difference systems
International Journal of Robust and Nonlinear Control, 2017SummaryThis paper is concerned with the exponential ultimate boundedness problems for the impulsive stochastic delay difference systems. Several sufficient conditions on the globalpth moment exponential ultimate boundedness are presented by using the Lyapunov methods and the algebraic inequality techniques, and the estimated exponential convergence ...
Liguang Xu, Hongxiao Hu, Shuzhi Sam Ge
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Exponential ultimate boundedness of nonlinear stochastic difference systems with time-varying delays
International Journal of Control, 2015In this paper, we discuss the boundedness of nonlinear stochastic difference systems with time-varying delays. Several criteria on exponential ultimate boundedness in mean square are derived. Examples are also discussed to illustrate the effectiveness of the obtained results.
Xu, L., Ge, S.S.
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1989
For systems described by ordinary differential equations, we introduce the notion of exponential convergence to a ball containing the origin of the state space. For two specific classes of uncertain systems, controllers are presented which assure this behavior.
M. Corless +2 more
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For systems described by ordinary differential equations, we introduce the notion of exponential convergence to a ball containing the origin of the state space. For two specific classes of uncertain systems, controllers are presented which assure this behavior.
M. Corless +2 more
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Nonlinear Dynamics, 2020
In this note, some points to paper (Xu L.G., Liu W.,” Hu ”H.X.:“Exponential ultimate boundedness of fractional-order differential system via periodically intermittent control” [Nonlinear Dyn 2019;92(2), 247–265) are presented. Fractional calculus is of memory property which is different from integral calculus.
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In this note, some points to paper (Xu L.G., Liu W.,” Hu ”H.X.:“Exponential ultimate boundedness of fractional-order differential system via periodically intermittent control” [Nonlinear Dyn 2019;92(2), 247–265) are presented. Fractional calculus is of memory property which is different from integral calculus.
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Journal of the London Mathematical Society, 2000
Summary: Consider the following infinite-dimensional stochastic evolution equation over some Hilbert space \(H\) with norm \(|\cdot |\): \[ X_t=x_0+ \int^t_0 f(X_s,s)ds +\int^t_0 g(X_s,s)dW_s, \quad t\geq 0,\;P\text{ almost surely}. \] It is proved that under certain mild assumptions, the strong solution \(X_t(x_0)\in V\hookrightarrow H\hookrightarrow ...
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Summary: Consider the following infinite-dimensional stochastic evolution equation over some Hilbert space \(H\) with norm \(|\cdot |\): \[ X_t=x_0+ \int^t_0 f(X_s,s)ds +\int^t_0 g(X_s,s)dW_s, \quad t\geq 0,\;P\text{ almost surely}. \] It is proved that under certain mild assumptions, the strong solution \(X_t(x_0)\in V\hookrightarrow H\hookrightarrow ...
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