The exponential behaviour of nonlinear stochastic functional equations of second order in time [PDF]
, 2003 Sufficient conditions for exponential mean square stability of solutions to delayed stochastic partial differential equations of second order in time are established.
Caraballo Garrido, Tomás +2 more
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Multi-condition of stability for nonlinear stochastic non-autonomous delay differential equation [PDF]
, 2018 A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered.
Shaikhet, Leonid
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Robust variance-constrained filtering for a class of nonlinear stochastic systems with missing measurements [PDF]
, 2010 The official published version of the article can be found at the link below.This paper is concerned with the robust filtering problem for a class of nonlinear stochastic systems with missing measurements and parameter uncertainties.
Bo, S, Guo, Z, Hu, J, Ma, L, Wang, Z
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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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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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On the Exponential Stability of Stochastic Perturbed Singular Systems in Mean Square
Applied 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
Approximation of stochastic equilibria for dynamical systems with parametrical noise [PDF]
, 2013 A problem of the approximation for stochastic equilibria for the system with parametrical noise is considered. Our approach is based on first approximation stochastic systems technique.
Bashkirtseva, I.
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State estimation for discrete-time neural networks with Markov-mode-dependent lower and upper bounds on the distributed delays [PDF]
, 2012 Copyright @ 2012 Springer VerlagThis paper is concerned with the state estimation problem for a new class of discrete-time neural networks with Markovian jumping parameters and mixed time-delays.
B Du +37 more
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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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Stabilisation of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay [PDF]
, 2016 Feedback control based on discrete-time state observation for stochastic differential equations with Markovian switching was initialized by Mao (2013). In practice, various effects could cause some time delay in the control function.
Hu, Liangjian +4 more
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