Results 21 to 30 of about 139,088 (280)
Journal of Applied Mathematics, 2013 We discuss the exponential stability in mean square of mild solution for neutral stochastic partial functional differential equations with impulses. By applying impulsive Gronwall-Bellman inequality, the stochastic analytic techniques, the fractional ...
Nan Ding
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Linear stochastic differential equations with functional boundary conditions [PDF]
, 2002 We consider linear n-th order stochastic differential equations on [0,1], with linear boundary conditions supported by a finite subset of [0,1]. We study some features of the solution to these problems, and especially its conditional independence ...
Alabert, Aureli, Ferrante, Marco
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Finite Horizon Impulse control of Stochastic Functional Differential Equations
SIAM Journal on Control and Optimization, 2023 In this work we show that one can solve a finite horizon non-Markovian impulse control problem with control dependant dynamics. This dynamic satisfies certain functional Lipschitz conditions and is path dependent in such a way that the resulting trajectory becomes a flow.
Jönsson, Johan, Perninge, Magnus
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Electronic Journal of Qualitative Theory of Differential Equations, 2016 This paper is concerned with well-posedness and stability of parabolic stochastic partial differential equations. Firstly, we obtain some sufficient conditions ensuring the existence and uniqueness of mild solutions, and some $\mathcal{H}$-stability ...
Chaoliang Luo, Shangjiang Guo
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Cogent Engineering, 2015 The current paper is concerned with the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps in Hilbert spaces.
Diem Dang Huan, Hongjun Gao
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Method of lines for parabolic stochastic functional partial differential equations [PDF]
Opuscula Mathematica, 2014 We approximate parabolic stochastic functional differential equations substituting the derivatives in the space variable by finite differences. We prove the stability of the method of lines corresponding to a parabolic SPDE driven by Brownian motion.
Maria Ziemlańska
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Mathematics, 2022 This paper examines the numerical solutions of the neutral stochastic functional differential equation. This study establishes the discrete stochastic Razumikhin-type theorem to investigate the exponential stability in the mean square sense of the Euler ...
Qi Wang, Huabin Chen, Chenggui Yuan
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Functional Solutions of Stochastic Differential Equations
MathematicsWe present an integration condition ensuring that a stochastic differential equation dXt=μ(t,Xt)dt+σ(t,Xt)dBt, where μ and σ are sufficiently regular, has a solution of the form Xt=Z(t,Bt).
Imme van den Berg
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Power system modelling as stochastic functional hybrid differential‐algebraic equations
IET Smart Grid, 2022 This paper presents the software tools developed for the research project Advanced Modelling for Power System Analysis and Simulation (AMPSAS) funded by Science Foundation Ireland from 2016 to 2021.
Federico Milano +7 more
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Long-time behavior of a nonautonomous stochastic predator–prey model with jumps
Modern Stochastics: Theory and Applications, 2021 The existence and uniqueness of a global positive solution is proven for the system of stochastic differential equations describing a nonautonomous stochastic predator–prey model with a modified version of the Leslie–Gower term and Holling-type II ...
Olga Borysenko, Oleksandr Borysenko
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