Results 221 to 230 of about 11,803 (264)

Stochastic suppression and stabilization of functional differential equations

Systems & Control Letters, 2010
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Fuke Wu, Xuerong Mao, Shigeng Hu
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Stability of hybrid stochastic functional differential equations

Applied Mathematics and Computation, 2019
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Dehao Ruan, Liping Xu, Jiaowan Luo
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Stability of stochastic functional differential equations

1992
Here we will consider the Ito type SRDE $$\left. {\begin{array}{*{20}{c}} {dx\left( t \right) = {a_1}\left( {t,{x_t}} \right)dt + {a_2}\left( {t,{x_t}} \right)d\xi \left( t \right),{\kern 1pt} t \geqslant {t_0},} \\ {{x_t}\left( \theta \right) = x\left( {t + \theta } \right),{\kern 1pt} - h \leqslant \theta \leqslant 0,{\kern 1pt} x:{J_x} \to {R^n}.
V. Kolmanovskii, A. Myshkis
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Stability analysis of impulsive stochastic functional differential equations

Communications in Nonlinear Science and Numerical Simulation, 2020
In this paper, the authors use the Razumikhin techniques and Lyapunov functions to investigate the stability of impulsive stochastic functional differential equations. The results show that impulses make contribution to the exponential stability of stochastic differential systems with any time delay even they are unstable.
Yingxin Guo, Quanxin Zhu, Fei Wang
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Perturbed Impulsive Neutral Stochastic Functional Differential Equations

Qualitative Theory of Dynamical Systems, 2021
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Cheng, Lijuan, Hu, Lanying, Ren, Yong
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Stochastic Comparison of Solutions of Stochastic Functional Differential Equations

Zeitschrift für Analysis und ihre Anwendungen, 2007
A stochastic comparison of solutions of nonlinear stochastic functional differential equations with different drift and diffusion coefficients is obtained. Some known results are generalized.
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Stability of stochastic functional differential equations

Journal of Mathematical Physics, 1974
A system of functional differential equations with random retardation, ẋ(t) = f(t, xt), is studied, where xt(θ) = x(t + θ), η(t, ω) ≤ θ ≤ 0, − r ≤ η(t, ω) ≤ 0, and η(t, ω) is a stochastic process defined on some probability space (Ω, μ, P). Some comparison theorems are stated and proved in details under suitable assumptions on f(t, xt).
Chang, M. H., Ladde, G., Liu, P. T.
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Density Estimates for Solutions of Stochastic Functional Differential Equations

Acta Mathematica Scientia, 2019
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Nguyen Tien Dung, Ta Cong Son, Tran Manh Cuong, Nguyen Van Tan, Trinh Nhu Quynh   +4 more
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Comparison Theorem for Stochastic Functional Differential Equations and Applications

Journal of Dynamics and Differential Equations, 2014
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Bai, Xiaoming, Jiang, Jifa
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On Stochastic Functional-Differential Equations with Unbounded Delay

SIAM Journal on Mathematical Analysis, 1987
The author studies the question of existence and uniqueness of strong and weak ``regular'' solutions of multidimensional infinite delay stochastic differential equations of the Doleans-Dade-Protter type \(dx(t)=a(t,x_ t)dZ(t)\) driven by a continuous semimartingale Z(t), \(t\geq 0\).
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