Results 241 to 250 of about 139,779 (280)

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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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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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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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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