An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure [PDF]
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
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On the asymptotic behavior of neutral functional differential equations
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.
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Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition [PDF]
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
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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
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Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay [PDF]
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
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Numerical Algorithm for Nonlinear Delayed Differential Systems of $n$th Order
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
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Delay-dependent exponential stability of neutral stochastic delay systems (vol 54, pg 147, 2009) [PDF]
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.
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A class of Neutral Functional Differential Equations
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 ...
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Existence of solutions and stability for impulsive neutral stochastic functional differential equations [PDF]
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
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A Neutral Functional Differential Equation with an Unbounded Kernel
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
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