Results 11 to 20 of about 139,088 (280)

Exponential stability of impulsive stochastic functional differential equations

Journal of Mathematical Analysis and Applications, 2011
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Pan, Lijun, Cao, Jinde
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Almost Periodic Solutions to Impulsive Stochastic Delay Differential Equations Driven by Fractional Brownian Motion With 12 < H < 1

Frontiers in Physics, 2021
In this article, we study the existence and uniqueness of square-mean piecewise almost periodic solutions to a class of impulsive stochastic functional differential equations driven by fractional Brownian motion.
Lili Gao, Xichao Sun
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Exponential Stability of Impulsive Neutral Stochastic Functional Differential Equations

Mathematics, 2022
This paper focuses on the problem of the pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations (INSFDEs).
Yunfeng Li, Pei Cheng, Zheng Wu
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Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology

Advances in Difference Equations, 2021
This manuscript is involved in the study of stability of the solutions of functional differential equations (FDEs) with random coefficients and/or stochastic terms.
Abdulwahab Almutairi, H. El-Metwally, M. A. Sohaly, I. M. Elbaz   +3 more
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Indefinite Linear-Quadratic Stochastic Control Problem for Jump-Diffusion Models with Random Coefficients: A Completion of Squares Approach

Mathematics, 2021
In this paper, we study the indefinite linear-quadratic (LQ) stochastic optimal control problem for stochastic differential equations (SDEs) with jump diffusions and random coefficients driven by both the Brownian motion and the (compensated) Poisson ...
Jun Moon, Jin-Ho Chung
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Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays

Mathematics, 2021
The purpose of this paper is to find the time-optimal control to a target set for semilinear stochastic functional differential equations involving time delays or memories under general conditions on a target set and nonlinear terms even though the ...
Yong Han Kang, Jin-Mun Jeong
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Numerical Solutions of Stochastic Functional Differential Equations [PDF]

LMS Journal of Computation and Mathematics, 2003
AbstractIn this paper, the strong mean square convergence theory is established for the numerical solutions of stochastic functional differential equations (SFDEs) under the local Lipschitz condition and the linear growth condition. These two conditions are generally imposed to guarantee the existence and uniqueness of the true solution, so the ...
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Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations [PDF]

, 2013
A discrete stochastic Razumikhin-type theorem is established to investigate whether the Euler--Maruyama (EM) scheme can reproduce the moment exponential stability of exact solutions of stochastic functional differential equations (SFDEs).
B. Liu, C. T. H. Baker, C. Zhang, D. J. Higham, D. J. Higham, F. Wu, F. Wu, F. Wu, Fuke Wu, J. K. Hale, K. Burrage, K. Burrage, Peter E. Kloeden, S. Pang, S. Zhang, T. Caraballo, X. Mao, X. Mao, X. Mao, Xuerong Mao, Y. Saito, Y. Saito   +21 more
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Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching

Open Mathematics, 2019
This work is mainly concerned with the exponential stability of time-changed stochastic functional differential equations with Markovian switching. By expanding the time-changed Itô formula and the Razumikhin theorem, we obtain the exponential stability ...
Zhang Xiaozhi, Yuan Chenggui
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Hypercomplex Systems and Non-Gaussian Stochastic Solutions with Some Numerical Simulation of χ-Wick-Type (2 + 1)-D C-KdV Equations

Axioms, 2022
In this article, we discuss the (2 + 1)-D coupled Korteweg–De Vries (KdV) equations whose coefficients are variables, and stochastic (2 + 1)-D C-KdV (C-KdV) equations with the χ-Wick-type product.
Mohammed Zakarya, Mahmoud A. Abd-Rabo, Ghada AlNemer   +2 more
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