Results 31 to 40 of about 11,803 (264)

Stochastic functional differential equations on manifolds

Probability Theory and Related Fields, 2001
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Léandre, Rémi, Mohammed, Salah-Eldin A.   +1 more
openaire   +3 more sources

Stochastic Functional Differential Equations and Sensitivity to Their Initial Path [PDF]

, 2018
We consider systems with memory represented by stochastic functional differential equations. Substantially, these are stochastic differential equations with coefficients depending on the past history of the process itself. Such coefficients are hence defined on a functional space.
Baños, David, Di Nunno, Giulia, Haferkorn, Hannes Hagen, Proske, Frank Norbert   +3 more
openaire   +3 more sources

Stability of numerical solution to pantograph stochastic functional differential equations

Applied Mathematics and Computation, 2022
In this paper, we study the convergence of the Euler-Maruyama numerical solutions for pantograph stochastic functional differential equations which was proposed in [11]. We also show that the numerical solutions have the properties of almost surely polynomial stability and exponential stability with the help of semi-martingale convergence theorem.
Hao Wu, Junhao Hu, Chenggui Yuan
openaire   +5 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

LaSalle-Type Theorems for General Nonlinear Stochastic Functional Differential Equations by Multiple Lyapunov Functions

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

Generalized Mean Square Exponential Stability for Stochastic Functional Differential Equations

Mathematics
This 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

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

Three phosphatase families form a community: The phosphohydrolases that act upon inositol pyrophosphates

FEBS Letters, EarlyView.
Inositol pyrophosphates are energy‐rich signaling molecules that perform critical functions in cells. Three different families of phosphatases hydrolyze the β phosphate of the inositol pyrophosphate molecules: two have narrow specificities and one is promiscuous.
Ronda J. Rolfes
wiley   +1 more source

Peano Theorems for Pedjeu–Ladde-Type Multi-Time Scale Stochastic Differential Equations Driven by Fractional Noises

Mathematics
This paper examines fractional multi-time scale stochastic functional differential equations that, in addition, are driven by fractional noises. Based on a specially crafted fixed-point principle for the so-called “local operators”, we prove a Peano-type
Arcady Ponosov, Lev Idels
doaj   +1 more source