Results 21 to 30 of about 11,803 (264)
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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Impulsive stabilization of stochastic functional differential equations
Applied Mathematics Letters, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jun Liu 0015, Xinzhi Liu, Wei-Chau Xie
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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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Stochastic Functional Differential Equation under Regime Switching [PDF]
Discrete Dynamics in Nature and Society, 2012 We discuss stochastic functional differential equation under regime switching dx(t) = f(xt, r(t), t)dt + q(r(t))x(t)dW1(t) + σ(r(t)) | x(t)|βx(t)dW2(t). We obtain unique global solution of this system without the linear growth condition; furthermore, we prove its asymptotic ultimate boundedness.
Ling Bai, Zhang Kai
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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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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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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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Asymptotic Behavior of Densities for Stochastic Functional Differential Equations [PDF]
International Journal of Stochastic Analysis, 2013 Consider stochastic functional differential equations depending on whole past histories in a finite time interval, which determine non-Markovian processes. Under the uniformly elliptic condition on the coefficients of the diffusion terms, the solution admits a smooth density with respect to the Lebesgue measure.
Kitagawa, Akihiro, Takeuchi, Atsushi
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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.
Johan Jönsson, Magnus Perninge
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