Results 231 to 240 of about 11,803 (264)

Stochastic regularization and stabilization of hybrid functional differential equations

2015 54th IEEE Conference on Decision and Control (CDC), 2015
This work much extends our recent results published in SIAM Journal on Control and Optimization [1]. In lieu of switching jump diffusions, we examine stochastic systems with delays. We focus on stochastic regularization and stabilization for hybrid functional differential equations (FDEs).
Xiaofeng Zong, Fuke Wu, Gang George Yin
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Neutral stochastic functional differential equations with additive perturbations

Applied Mathematics and Computation, 2009
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Miljana Jovanovic, Svetlana Jankovic
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Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations [PDF]

SIAM Journal on Control and Optimization
This paper is dedicated to the stability analysis for highly nonlinear neutral stochastic functional differential equations. Combining the Lyapunov-Krasovskii function approach with the theory of stochastic analysis, sufficient conditions for the existence, uniqueness, the stability in \(p\)th-moment, the asymptotic stability in \(p\)th-moment, the ...
Huabin Chen, Chenggui Yuan
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CONJUGATION OF FLOWS FOR STOCHASTIC AND RANDOM FUNCTIONAL DIFFERENTIAL EQUATIONS

Stochastics and Dynamics, 2001
The purpose of this paper is to transform a stochastic functional differential equation driven by a continuous helix spatial semimartingale of Kunita type into a random functional differential equation by using a stationary bijective random process.
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Asymptotic Behavior of the Solutions of Stochastic Functional-Differential Equations

Journal of Mathematical Sciences
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Stanzhytskyi, O. M., Petryna, G. O., Denysenko, N. L.   +2 more
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Malliavin Calculus for Degenerate Stochastic Functional Differential Equations

Acta Applicandae Mathematicae, 2007
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Differential inequalities and stochastic functional differential equations

Journal of Mathematical Physics, 1974
Consider the system of stochastic functional differential equations dx=f(t,xt)dt+σ(t,xt)dz(t),xt0=φ0,where σ is a n×m matrix, column vectors of σ, f are continuous, and z(t) is a normalized m-vector Wiener process with E[(z(t)−z(s))·(z(t)−z(s))T]=I|t−−s|.
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Stability of a neutral stochastic functional differential equations

Wuhan University Journal of Natural Sciences, 2005
The author considers a stochastic functional differential equation of the form \[ dD(t,x_t)=f(t,x_t)\,dt+g(t,x_t)\,dw(t). \] Under the condition of uniform stability of the operator \(D\), the author obtains a sufficient condition for the stochastic uniform stability of the solution.
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A New Approach to Mean Square Exponential Stability of Stochastic Functional Differential Equations

2021
Pham Huu Anh Ngoc
exaly  

Generalized Halanay inequalities for stability and dissipativity of stochastic functional differential equations

Systems and Control Letters, 2023
Dehao Ruan, Xiaoxia Guo, Yantao Shi
exaly