Results 31 to 40 of about 139,088 (280)
Functional Methods in Stochastic Systems
, 2012 Field-theoretic construction of functional representations of solutions of stochastic differential equations and master equations is reviewed. A generic expression for the generating function of Green functions of stochastic systems is put forward ...
A.N. Vasiliev +9 more
core +1 more source
Stability of hybrid stochastic retarded systems [PDF]
, 2008 -In the past few years, hybrid stochastic retarded systems (also known as stochastic retarded systems with Markovian switching), including hybrid stochastic delay systems, have been intensively studied. Among the key results, Mao et al.
Deng, Feiqi, Huang, Lirong, Mao, Xuerong
core +1 more source
ON THE SUPPORT THEOREM FOR STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS [PDF]
Demonstratio Mathematica, 1995 The support of the measure generated by the solution to some stochastic differential equation with delayed argument is studied. The obtained theorem is a consequence of the approximation theorem of Wong-Zakai type and the support theorem of Miller and Sanz-Solé.
Dawidowicz, A. L., Twardowska, K.
openaire +2 more sources
Input-to-State Stability of Linear Stochastic Functional Differential Equations
Journal of Function Spaces, 2016 The purpose of the paper is to show how asymptotic properties, first of all stochastic Lyapunov stability, of linear stochastic functional differential equations can be studied via the property of solvability of the equation in certain pairs of spaces of
Ramazan Kadiev, Arcady Ponosov
doaj +1 more source
Khasminskii-type theorem for a class of stochastic functional differential equations
Open Mathematics, 2022 This paper is concerned with the existence and uniqueness theorems for stochastic functional differential equations with Markovian switching and jump, where the linear growth condition is replaced by more general Khasminskii-type conditions in terms of a
Ma Li, Wang Ru, Yan Liangqing
doaj +1 more source
On the almost sure running maxima of solutions of affine stochastic functional differential equations [PDF]
, 2010 This paper studies the large fluctuations of solutions of scalar and finite-dimensional affine stochastic functional differential equations with finite memory as well as related nonlinear equations.
Appleby, John A.D., Mao, Xuerong, Wu, H.
core +1 more source
Generalized Mean Square Exponential Stability for Stochastic Functional Differential Equations
MathematicsThis work focuses on a class of stochastic functional differential equations and neutral stochastic differential functional equations. By using a new approach, some sufficient conditions are obtained to guarantee the generalized mean square exponential ...
Tianyu He, Zhi Li, Tianquan Feng
doaj +1 more source
Abstract and Applied Analysis, 2014 We investigate LaSalle-type theorems for general nonlinear stochastic functional differential equations. With some preliminaries on lemmas and the derivation techniques, we establish three LaSalle-type theorems for the general nonlinear stochastic ...
Xueyan Zhao, Feiqi Deng, Xiaojing Zhong
doaj +1 more source
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
openaire +1 more source
Convergence and stability of stochastic parabolic functional differential equations
Advances in Difference Equations, 2018 The main purpose of this paper is to investigate the convergence and stability of stochastic parabolic functional differential equations. Firstly, a comparison theorem in the context of Lyapunov-like function together with differential inequality is ...
Zhao Li, Shuyong Li
doaj +1 more source