Results 21 to 30 of about 319,168 (294)
Convergence of Monte Carlo simulations involving the mean-reverting square root process [PDF]
, 2005 The mean-reverting square root process is a stochastic differential equation (SDE) that has found considerable use as a model for volatility, interest rate, and other financial quantities.
Mao, X., Mao, Xuerong, Higham, D.J.
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A Mean Square Stability Test for Markovian Jump Linear Systems
Trends 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
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Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations [PDF]
, 2007 Relatively little is known about the ability of numerical methods for stochastic differential equations (SDEs) to reproduce almost sure and small-moment stability.
Yuan, C. +4 more
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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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Mathematics, 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
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Stability of numerical method for semi-linear stochastic pantograph differential equations
Journal 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
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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
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Advances 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
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Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise [PDF]
, 1994 Several results concerning asymptotical mean square stability of an equilibrium point (here the null solution) of specific linear stochastic systems given at discrete time-points are presented and proven. It is shown that the mean square stability of the
Schurz, H. +1 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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