Results 11 to 20 of about 309,715 (264)

Mean-Square Stability of Uncertain Delayed Stochastic Systems Driven by G-Brownian Motion

open access: yesMathematics, 2023
This paper investigates the mean-square stability of uncertain time-delay stochastic systems driven by G-Brownian motion, which are commonly referred to as G-SDDEs.
Zhengqi Ma   +3 more
doaj   +1 more source

A Mean Square Stability Test for Markovian Jump Linear Systems

open access: yesTrends in Computational and Applied Mathematics, 2008
This paper proposes a test for the mean square stability problem for discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain.
C. Nespoli, J.B.R. do Val
doaj   +1 more source

Mean square exponential stability of stochastic delay cellular neural networks

open access: yesElectronic Journal of Qualitative Theory of Differential Equations, 2013
By constructing suitable Lyapunov functionals and combining with matrix inequality technique, a new simple sufficient condition is presented for the exponential stability of stochastic cellular neural networks with discrete delays. The condition contains
Yingxin Guo
doaj   +1 more source

Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [PDF]

open access: yesMathematics and Modeling in Finance, 2021
In this paper, the existence and uniqueness of the numerical solution of the Stochastic Differential Equations with Jumps(SDEwJs) under the one side Lipschitz conditions and polynomial growth conditions are presented.
Ali Soheili   +2 more
doaj   +1 more source

Quantitative Mean Square Exponential Stability and Stabilization of Linear Itô Stochastic Markovian Jump Systems Driven by Both Brownian and Poisson Noises

open access: yesMathematics, 2022
In this paper, quantitative mean square exponential stability and stabilization of Itô-type linear stochastic Markovian jump systems with Brownian and Poisson noises are investigated.
Gaizhen Chang   +4 more
doaj   +1 more source

Mean-Square Strong Stability and Stabilization of Discrete-Time Markov Jump Systems with Multiplicative Noises

open access: yesMathematics, 2022
In this paper, the mean-square strong stability and stabilization of discrete-time Markov jump systems are studied. Firstly, the definition of mean-square strong stability is given, and the necessary and sufficient conditions for mean-square strong ...
Zhiguo Yan, Fangxu Su
doaj   +1 more source

Stability of numerical method for semi-linear stochastic pantograph differential equations

open access: yesJournal 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
doaj   +1 more source

On the Exponential Stability of Stochastic Perturbed Singular Systems in Mean Square

open access: yesApplied Mathematics & Optimization, 2021
The approach of Lyapunov functions is one of the most efficient ones for the investigation of the stability of stochastic systems, in particular, of singular stochastic systems. The main objective of the paper is the analysis of the stability of stochastic perturbed singular systems by using Lyapunov techniques under the assumption that the ...
Tomás Caraballo   +2 more
openaire   +3 more sources

Mean-square stability of Riemann–Liouville fractional Hopfield’s graded response neural networks with random impulses

open access: yesAdvances in Difference Equations, 2021
In this paper a model of Hopfield’s graded response neural network is investigated. A network whose neurons are subject to a certain impulsive state displacement at random times is considered. The model is set up and studied.
R. Agarwal   +3 more
doaj   +1 more source

The Improved Stability Analysis of Numerical Method for Stochastic Delay Differential Equations

open access: yesMathematics, 2022
In this paper, the improved split-step θ method, named the split-step composite θ method, is proposed to study the mean-square stability for stochastic differential equations with a fixed time delay.
Yu Zhang, Enying Zhang, Longsuo Li
doaj   +1 more source

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