Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations [PDF]
, 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 +2 more
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Nonoscillatory functional-differential equations [PDF]
Pacific Journal of Mathematics, 1984 Our aim in this paper is to obtain sufficient conditions under which certain functional differential equations have a " large" number of nonoscillatory solutions. Using the characteristic equation of a "majorant" delay differential equation with constant coefficients and Schauder's fixed point theorem, we obtain conditions under which the functional ...
Ladas, G. +2 more
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On the almost sure running maxima of solutions of affine stochastic functional differential equations [PDF]
, 2010 This paper studies the large fluctuations of solutions of scalar and finite-dimensional affine stochastic functional differential equations with finite memory as well as related nonlinear equations.
Wu, H., Appleby, John A.D., Mao, Xuerong
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Differential equations for algebraic functions [PDF]
Proceedings of the 2007 international symposium on Symbolic and algebraic computation, 2007 It is classical that univariate algebraic functions satisfy linear differential equations with polynomial coefficients. Linear recurrences follow for the coefficients of their power series expansions. We show that the linear differential equation of minimal order has coefficients whose degree is cubic in the degree of the function.
Bostan, Alin +4 more
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Numerical solutions of neutral stochastic functional differential equations [PDF]
, 2008 This paper examines the numerical solutions of neutral stochastic functional differential equations (NSFDEs) $d[x(t)-u(x_t)]=f(x_t)dt+g(x_t)dw(t)$, $t\geq 0$.
Wu, Fuke +2 more
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Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations [PDF]
, 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),
Qi Luo +5 more
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Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations [PDF]
, 2013 A discrete stochastic Razumikhin-type theorem is established to investigate whether the Euler--Maruyama (EM) scheme can reproduce the moment exponential stability of exact solutions of stochastic functional differential equations (SFDEs).
Wu, Fuke +2 more
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Remark to transformations of linear differential and functional-differential equations [PDF]
, 1995 summary:For linear differential and functional-differential equations of the $n$-th order criteria of equivalence with respect to the pointwise transformation are ...
Tryhuk, Václav +2 more
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Functional Differential Equations and Inequalities [PDF]
Proceedings of the National Academy of Sciences, 1936 Let us first try to find the minimum value of the integral ∫02π[f’(x)+mf(x + π)+e(x)]^2dx where f(x) is a uniform function of period 2π which is integrable and such that ∫02π[f(x)]^2dx=1.
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On a Class of Functional Differential Equations with Symmetries [PDF]
Symmetry, 2019 It is shown that a class of symmetric solutions of scalar non-linear functional differential equations can be investigated by using the theory of boundary value problems. We reduce the question to a two-point boundary value problem on a bounded interval and present several conditions ensuring the existence of a unique symmetric solution.
Nataliya Dilna +2 more
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