Results 21 to 30 of about 131,246 (280)

An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure [PDF]

open access: yes, 2016
In this paper, we study the averaging principle for neutral stochastic functional differential equations (SFDEs) with Poisson random measure. By stochastic inequality, Burkholder-Davis-Gundy’s inequality and Kunita’s inequality, we prove that the ...
Mao, Wei, Mao, Xuerong
core   +1 more source

On the asymptotic behavior of neutral functional differential equations

open access: yesArchiv der Mathematik, 1983
On considere une equation differentielle fonctionnelle de type neutre {x(t)−g(t,x t )}'=f(t,x t ) ou f et g sont des fonctions continues de J×C r →R n , J=[t o ,t 0 +A]
Ntouyas, S. K., Sficas, Y. G.
openaire   +2 more sources

Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition [PDF]

open access: yes, 2017
In this paper, a general neutral stochastic functional differential equations with infinite delay and Lévy jumps (NSFDEwLJs) is studied. We investigate the existence and uniqueness of solutions to NSFDEwLJs at the phase space Cg under the local ...
Hu, Liangjian, Mao, Wei, Mao, Xuerong
core   +1 more source

Exponential Stability in Mean Square for Neutral Stochastic Partial Functional Differential Equations with Impulses

open access: yesJournal of Applied Mathematics, 2013
We discuss the exponential stability in mean square of mild solution for neutral stochastic partial functional differential equations with impulses. By applying impulsive Gronwall-Bellman inequality, the stochastic analytic techniques, the fractional ...
Nan Ding
doaj   +1 more source

Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay [PDF]

open access: yes, 2016
In this paper, we prove the local and global existence and attractivity of mild solutions for stochastic impulsive neutral functional differential equations with infinite delay, driven by fractional Brownian motion.Fondo Europeo de Desarrollo ...
Boudaoui, Ahmed   +2 more
core   +1 more source

Numerical Algorithm for Nonlinear Delayed Differential Systems of $n$th Order

open access: yes, 2019
The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional and time varying
Rebenda, Josef, Šmarda, Zdeněk
core   +1 more source

Delay-dependent exponential stability of neutral stochastic delay systems (vol 54, pg 147, 2009) [PDF]

open access: yes, 2009
In the above titled paper originally published in vol. 54, no. 1, pp. 147-152) of IEEE Transactions on Automatic Control, there were some typographical errors in inequalities.
Huang, L.R., Mao, X.R.
core   +1 more source

A class of Neutral Functional Differential Equations

open access: yesJournal of Differential Equations, 1972
Formulation and study of the initial value problem for neutral functional differential equations. The existence, uniqueness, and continuation of solutions to this problem are investigated, and an analysis is made of the dependence of the solutions on the initial conditions and parameters, resulting in the derivation of a continuous dependence theorem ...
openaire   +2 more sources

Existence of solutions and stability for impulsive neutral stochastic functional differential equations [PDF]

open access: yes, 2019
In this paper we prove some results on the existence of solutions and the mean square asymptotic stability for a class of impulsive neutral stochastic differential systems with variable delays by using a contraction mapping principle.
Benhadri, Mimia   +2 more
core   +1 more source

A Neutral Functional Differential Equation with an Unbounded Kernel

open access: yesJournal of Integral Equations and Applications, 1993
The authors consider the scalar neutral functional differential equation (1) \((d/dt) \int^ 0_{-\infty} g(s)u(t + s)ds = 0\) for \(t \in [0,\infty)\), \(u(t) =\varphi (t)\) for \(t0\), with norm \(\| f \|^ 2 = \int^ 0_{-\infty} e^{-\omega s} h(s)f^ 2(s)ds\).
Turi, Janos, Desch, Wolfgang
openaire   +3 more sources

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