Results 251 to 260 of about 139,779 (280)

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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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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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, Yantao Shi
exaly  

Exponential stability of impulsive stochastic functional differential equations

Journal of Mathematical Analysis and Applications, 2011
Lijun Pan, Jinde Cao
exaly  

Some New Criteria on $p$th Moment Stability of Stochastic Functional Differential Equations With Markovian Switching

IEEE Transactions on Automatic Control, 2010
Shiguo Peng
exaly  

Existence–uniqueness and continuation theorems for stochastic functional differential equations

Journal of Differential Equations, 2008
Daoyi Xu, Zhiguo Yang
exaly  

Controllability of stochastic semilinear functional differential equations in Hilbert spaces

Journal of Mathematical Analysis and Applications, 2004
Nazim I Mahmudov
exaly