Results 71 to 80 of about 1,236,828 (171)

Equivalence of the mean square stability between the partially truncated Euler–Maruyama method and stochastic differential equations with super-linear growing coefficients

Advances in Difference Equations, 2018
For stochastic differential equations (SDEs) whose drift and diffusion coefficients can grow super-linearly, the equivalence of the asymptotic mean square stability between the underlying SDEs and the partially truncated Euler–Maruyama method is studied.
Yanan Jiang, Zequan Huang, Wei Liu
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Exponential mean square stability of partially linear stochastic systems

Applied Mathematics Letters, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chabour, Rachid, Florchinger, Patrick
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A novel explicit scheme for stochastic diffusive SIS models with treatment effects

Partial Differential Equations in Applied Mathematics
In this study, we propose a novel computational scheme for solving deterministic and stochastic partial differential equations (PDEs). The scheme is designed as an explicit two-stage method, where only the time-dependent terms are discretized, ensuring ...
Muhammad Shoaib Arif
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Mean square stability for discrete linear stochastic systems.

, 1993
Several results concerning asymptotical mean square stability of the null solution of specific linear stochastic systems are presented and proven. It is shown that the mean square stability of the implicit Euler method, taken from the monography of Kloeden and Platen (1992) and applied to linear stochastic differential equations, is necessary for the ...
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Mean square exponential stability of impulsive stochastic difference equations

Applied Mathematics Letters, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang, Zhiguo, Xu, Daoyi
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The Stochastic Θ-Method for Nonlinear Stochastic Volterra Integro-Differential Equations

Abstract and Applied Analysis, 2014
The stochastic Θ-method is extended to solve nonlinear stochastic Volterra integro-differential equations. The mean-square convergence and asymptotic stability of the method are studied. First, we prove that the stochastic Θ-method is convergent of order
Peng Hu, Chengming Huang
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Mean-Square Exponential Stability Analysis of Stochastic Neural Networks with Time-Varying Delays via Fixed Point Method

Journal of Applied Mathematics, 2014
This work addresses the stability study for stochastic cellular neural networks with time-varying delays. By utilizing the new research technique of the fixed point theory, we find some new and concise sufficient conditions ensuring the existence and ...
Tianxiang Yao, Xianghong Lai
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New result on the mean-square exponential input-to-state stability of stochastic delayed recurrent neural networks

Systems Science & Control Engineering, 2018
In this paper, we solve the mean-square exponential input-to-state stability problem for a class of stochastic delayed recurrent neural networks with time-varying coefficients.
Wentao Wang, Shuhua Gong, Wei Chen
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Mean-Square Stability Analysis of Fractional-Order Time-Delayed Neural Networks Driven by Fractional Brownian Motion

Fractal and Fractional
This paper mainly investigates the stability of fractional-order time-delayed neural networks (FOTDNNs) driven by fractional Brownian motion.
Yajuan Gu, Hu Wang, Yongguang Yu
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Control of Three-Phase Two-Level Inverters: A Stochastic LPV Model Approach

Energies
This paper proposes a stochastic linear parameter-varying (LPV) model approach to design a state feedback controller for three-phase, two-level inverters.
Wensheng Luo, Ruifang Zhang, Jianwen Zhang, Ligang Wu, Sergio Vazquez, Leopoldo G. Franquelo   +5 more
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