Results 31 to 40 of about 7,305,081 (289)
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
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Mean-Square Stability of Uncertain Delayed Stochastic Systems Driven by G-Brownian Motion
Mathematics, 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
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Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [PDF]
Mathematics 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
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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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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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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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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 initial ...
Tomás Caraballo +2 more
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Mean-Square Stability of Milstein Methods for Stochastic Pantograph Equations [PDF]
Mathematical Problems in Engineering, 2013 This paper deals with nonlinear stochastic pantograph equations. For solving the equations, a class of extended Milstein methods are suggested. A mean-square stability criterion for this type of equations is presented. It is proved that under the suitable conditions the Milstein methods preserve the mean-square stability.
Feiyan Xiao +2 more
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