Results 31 to 40 of about 139,779 (280)
Open Mathematics, 2019 This work is mainly concerned with the exponential stability of time-changed stochastic functional differential equations with Markovian switching. By expanding the time-changed Itô formula and the Razumikhin theorem, we obtain the exponential stability ...
Zhang Xiaozhi, Yuan Chenggui
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Axioms, 2022 In this article, we discuss the (2 + 1)-D coupled Korteweg–De Vries (KdV) equations whose coefficients are variables, and stochastic (2 + 1)-D C-KdV (C-KdV) equations with the χ-Wick-type product.
Mohammed Zakarya +2 more
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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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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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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
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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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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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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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