Results 11 to 20 of about 25,515 (258)

Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations [PDF]

LMS Journal of Computation and Mathematics, 2003
AbstractPositive results are proved here about the ability of numerical simulations to reproduce the exponential mean-square stability of stochastic differential equations (SDEs). The first set of results applies under finite-time convergence conditions on the numerical method.
Higham, D.J., Mao, X., Stuart, A.M.
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Mean square exponential stability of stochastic function differential equations in the G-framework

Open Mathematics, 2023
This research focuses on the stochastic functional differential equations driven by G-Brownian motion (G-SFDEs) with infinite delay. It is proved that the trivial solution of a G-SFDE with infinite delay is exponentially stable in mean square. An example
Li Guangjie, Hu Zhipei
doaj   +1 more source

Mean Square Exponential Stability of a Class of Stochastic Rcellular Neural Networks

Journal of Harbin University of Science and Technology, 2020
In this paper, the problem of the mean square exponential stability of a class of impulsive stochastic reactiondiffusion cellular neural networks (CNNs) with transmission delay and distributed delay, and parameter uncertainties is discussed.
LIU Xin, CHEN Lili, HUANG Shuai
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Mean square exponential stability of stochastic delay cellular neural networks

Electronic 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
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Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology

Advances in Difference Equations, 2021
This manuscript is involved in the study of stability of the solutions of functional differential equations (FDEs) with random coefficients and/or stochastic terms.
Abdulwahab Almutairi, H. El-Metwally, M. A. Sohaly, I. M. Elbaz   +3 more
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The Convergence and MS Stability of Exponential Euler Method for Semilinear Stochastic Differential Equations

Abstract and Applied Analysis, 2012
The numerical approximation of exponential Euler method is constructed for semilinear stochastic differential equations (SDEs). The convergence and mean-square (MS) stability of exponential Euler method are investigated. It is proved that the exponential
Chunmei Shi, Yu Xiao, Chiping Zhang
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Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Journal of Inequalities and Applications, 2020
In this paper, we investigate the exponential mean-square stability for both the solution of n-dimensional stochastic delay integro-differential equations (SDIDEs) with Poisson jump, as well for the split-step θ-Milstein (SSTM) scheme implemented of the ...
Davood Ahmadian, Omid Farkhondeh Rouz
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Mean square exponential stability of numerical methods for stochastic differential delay equations

CoRR, 2023
Mean square exponential stability of $θ$-EM and modified truncated Euler-Maruyama (MTEM) methods for stochastic differential delay equations (SDDEs) are investigated in this paper. We present new criterion of mean square exponential stability of the $θ$-EM and MTEM methods for SDDEs, which are different from most existing results under Khasminskii-type
Guangqiang Lan, Qi Liu
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Mean-square exponential stability of fuzzy stochastic BAM networks with hybrid delays

Advances in Difference Equations, 2018
We study fuzzy stochastic bidirectional associative memory cellular neural networks with discrete delays in leakage terms and with continuous and infinitely distributed delays in the transmission terms. Under certain structural assumptions, we prove that
Fosheng Wang, Chengqiang Wang
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Nonuniform Mean-square Exponential Dichotomies and Mean-square Exponential Stability

, 2019
In this paper, the existence conditions of nonuniform mean-square exponential dichotomy (NMS-ED) for a linear stochastic differential equation (SDE) are established. The difference of the conditions for the existence of a nonuniform dichotomy between an SDE and an ordinary differential equation (ODE) is that the first one needs an additional assumption,
Zhu, Hailong, Chen, Li, He, Xiuli
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