Results 41 to 50 of about 139,680 (181)

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
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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
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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
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Stochastic Reaction-diffusion Equations Driven by Jump Processes

, 2018
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional.
A Debussche, A Debussche, A Friedman, A Lunardi, A Pazy, A Truman, A Truman, BPW Fernando, C Marinelli, C Mueller, C Mueller, D Applebaum, D Applebaum, E Hausenblas, E Hausenblas, E Hausenblas, E Hausenblas, E Motyl, E Saint Loubert Bié, Erika Hausenblas, F Flandoli, G Da Prato, G Da Prato, G Di Blasio, G Dore, H Brézis, H Triebel, H Triebel, J Bergh, J Diestel, J Zhu, JL Lions, JP Kahane, K-I Sato, KR Parthasarathy, L Mytnik, M Metivier, M Reed, M Röckner, N Ikeda, N Jacob, O Kallenberg, P Billingsley, P Kotelenez, Paul André Razafimandimby, R Dalang, R Dudley, R Seeley, S Cerrai, S Dirksen, S Ethier, S Kwapień, S Peszat, S Peszat, T Runst, V Mandrekar, W Whitt, Y Giga, Z Brzezńiak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Dong, Z Dong, Zdzisław Brzeźniak   +69 more
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A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise

Advances in Difference Equations, 2018
In this paper, based on the white noise theory for d-parameter Lévy random fields given by (Holden et al. in Stochastic Partial Differential Equations: A modeling, white noise functional approach, 2010), we develop a white noise frame for anisotropic ...
Xuebin Lü, Wanyang Dai
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Maximum Principle for Optimal Control of Neutral Stochastic Functional Differential Systems [PDF]

, 2013
In this paper, the optimal control problem of neutral stochastic functional differential equation (NSFDE) is discussed. A class of so-called neutral backward stochastic functional equations of Volterra type (VNBSFEs) are introduced as the adjoint ...
Wei, Wenning
core  

Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift

, 2015
We prove a version of the stochastic maximum principle, in the sense of Pontryagin, for the finite horizon optimal control of a stochastic partial differential equation driven by an infinite dimensional additive noise.
Fuhrman, Marco, Orrieri, Carlo
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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
openaire   +2 more sources

Neutral Backward Stochastic Functional Differential Equations and Their Application [PDF]

, 2013
In this paper we are concerned with a new type of backward equations with anticipation which we call neutral backward stochastic functional differential equations. We obtain the existence and uniqueness and prove a comparison theorem.
Wei, Wenning
core  

Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Closed-Loop Solvability

, 2016
An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.
Li, Xun, Sun, Jingrui, Yong, Jiongmin
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