Results 251 to 260 of about 139,088 (280)

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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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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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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Asymptotic behavior of impulsive stochastic functional differential equations

Acta Mathematica Sinica, English Series, 2014
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Xu, Li Guang, He, Dan Hua
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Stochastic suppression and stabilization of functional differential equations

Systems & Control Letters, 2010
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Wu, Fuke, Mao, Xuerong, Hu, Shigeng
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Neutral stochastic functional differential equations with additive perturbations

Applied Mathematics and Computation, 2009
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Jovanović, Miljana, Janković, Svetlana
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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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Generalized Halanay inequalities for stability and dissipativity of stochastic functional differential equations

Systems and Control Letters, 2023
Yantao Shi
exaly  

Razumikhin-type theorem for pth exponential stability of impulsive stochastic functional differential equations based on vector Lyapunov function

Nonlinear Analysis: Hybrid Systems, 2021
Quanxin Zhu
exaly