Results 271 to 280 of about 26,223 (291)
Some of the next articles are maybe not open access.
New results on exponential stability in mean square of neutral stochastic equations with delays
International Journal of Control, 2021This work addresses the exponential stability in mean square of general neutral stochastic differential equations with delays.
openaire +1 more source
EXPONENTIAL MEAN SQUARE STABILITY OF STOCHASTICALLY FORCED INVARIANT MANIFOLDS FOR NONLINEAR SDEs
Stochastics and Dynamics, 2007An exponential mean square stability for the invariant manifold [Formula: see text] of a nonlinear stochastic system is considered. The stability analysis is based on the [Formula: see text]-quadratic Lyapunov function technique. The local dynamics of the nonlinear system near manifold is described by the stochastic linear extension system. We propose
openaire +1 more source
Numerische Mathematik, 2007
Some positive results are derived concerning the long time dynamics of fixed step size numerical simulations of stochastic differential equation systems with Markovian switching. It is shown that, under appropriate conditions, Euler-Maruyama and implicit theta-method discretisations can capture exponential mean-square stability for all sufficiently ...
Desmond J. Higham +2 more
openaire +3 more sources
Some positive results are derived concerning the long time dynamics of fixed step size numerical simulations of stochastic differential equation systems with Markovian switching. It is shown that, under appropriate conditions, Euler-Maruyama and implicit theta-method discretisations can capture exponential mean-square stability for all sufficiently ...
Desmond J. Higham +2 more
openaire +3 more sources
New criteria for mean square exponential stability of stochastic delay differential equations
International Journal of Control, 2020By a novel approach, we present several new criteria for the mean square exponential stability of general non-linear stochastic delay differential equations.
openaire +1 more source
Mean Square Exponential Stability of Hybrid Neural Networks with Uncertain Switching Probabilities
2012This paper is concerned with the global exponential stability problem for a class of Markovian jumping recurrent neural networks (MJRNNs) with uncertain switching probabilities. The Markovian jumping recurrent neural networks under consideration involve parameter uncertainties in the mode transition rate matrix.
Xuyang Lou, Qian Ye, Ke Lou, Baotong Cui
openaire +1 more source
Mean-square exponential stability of stochastic Volterra systems in infinite dimensions
Science China Information SciencesLin Fu +3 more
openaire +1 more source
Discussion on: Mean Square Exponential Stability for Stochastic Linear Discrete Time Systems
European Journal of Control, 2006Howard Jay Chizeck +2 more
openaire +1 more source

