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Analysis of stochastic neutral fractional functional differential equations
Boundary Value Problems, 2022 This work deals with the large deviation principle which studies the decay of probabilities of certain kind of extremely rare events. We consider stochastic neutral fractional functional differential equation with multiplicative noise and show large ...
Alagesan Siva Ranjani +3 more
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Frontiers in Physics, 2021 In this article, we study the existence and uniqueness of square-mean piecewise almost periodic solutions to a class of impulsive stochastic functional differential equations driven by fractional Brownian motion.
Lili Gao, Xichao Sun
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Stability of hybrid pantograph stochastic functional differential equations [PDF]
Systems & Control Letters, 2022 In this paper, we study a new type of stochastic functional differential equations which is called hybrid pantograph stochastic functional differential equations. We investigate several moment properties and sample properties of the solutions to the equations by using the method of multiple Lyapunov functions, such as the moment exponential stability ...
Hao Wu, Junhao Hu, Chenggui Yuan
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Exponential Stability of Impulsive Neutral Stochastic Functional Differential Equations
Mathematics, 2022 This paper focuses on the problem of the pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations (INSFDEs).
Yunfeng Li, Pei Cheng, Zheng Wu
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Mathematics, 2021 In this paper, we study the indefinite linear-quadratic (LQ) stochastic optimal control problem for stochastic differential equations (SDEs) with jump diffusions and random coefficients driven by both the Brownian motion and the (compensated) Poisson ...
Jun Moon, Jin-Ho Chung
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Advances in Difference Equations, 2021 This manuscript is involved in the study of stability of the solutions of functional differential equations (FDEs) with random coefficients and/or stochastic terms.
Abdulwahab Almutairi +3 more
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Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays
Mathematics, 2021 The purpose of this paper is to find the time-optimal control to a target set for semilinear stochastic functional differential equations involving time delays or memories under general conditions on a target set and nonlinear terms even though the ...
Yong Han Kang, Jin-Mun Jeong
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Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations [PDF]
, 2013 A discrete stochastic Razumikhin-type theorem is established to investigate whether the Euler--Maruyama (EM) scheme can reproduce the moment exponential stability of exact solutions of stochastic functional differential equations (SFDEs).
B. Liu +21 more
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Numerical Solutions of Stochastic Functional Differential Equations [PDF]
LMS Journal of Computation and Mathematics, 2003 AbstractIn this paper, the strong mean square convergence theory is established for the numerical solutions of stochastic functional differential equations (SFDEs) under the local Lipschitz condition and the linear growth condition. These two conditions are generally imposed to guarantee the existence and uniqueness of the true solution, so the ...
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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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