Results 11 to 20 of about 150,474 (283)
Lyapunov Stability of the Generalized Stochastic Pantograph Equation
Journal of Mathematics, 2018 The purpose of the paper is to study stability properties of the generalized stochastic pantograph equation, the main feature of which is the presence of unbounded delay functions. This makes the stability analysis rather different from the classical one.
Ramazan Kadiev, Arcady Ponosov
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Numerical Solutions of Stochastic Functional Differential Equations [PDF]
LMS Journal of Computation and Mathematics, 2003 AbstractIn this paper, the strong mean square convergence theory is established for the numerical solutions of stochastic functional differential equations (SFDEs) under the local Lipschitz condition and the linear growth condition. These two conditions are generally imposed to guarantee the existence and uniqueness of the true solution, so the ...
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Journal of Inequalities and Applications, 2023 In this paper, we present sufficient conditions to ensure the stochastic asymptotic stability of the zero solution for a specific type of fourth-order stochastic differential equation (SDE) with constant delay.
Ayman M. Mahmoud +2 more
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Numerical Solutions of Neutral Stochastic Functional Differential Equations [PDF]
SIAM Journal on Numerical Analysis, 2008 This paper examines the numerical solutions of neutral stochastic functional differential equations (NSFDEs) $d[x(t)-u(x_t)]=f(x_t)dt+g(x_t)dw(t)$, $t\geq 0$. The key contribution is to establish the strong mean square convergence theory of the Euler-Maruyama approximate solution under the local Lipschitz condition, the linear growth condition, and ...
Wu, Fuke +2 more
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The Martingale Property in the Context of Stochastic Differential Equations [PDF]
, 2015 This note studies the martingale property of a nonnegative, continuous local martingale Z, given as a nonanticipative functional of a solution to a stochastic differential equation.
Ruf, Johannes
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Linear stochastic differential equations with functional boundary conditions [PDF]
The Annals of Probability, 2003 25 ...
FERRANTE, MARCO, ALABERT A.
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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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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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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.
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On stochastic solutions of nonlocal random functional integral equations
Arab Journal of Mathematical Sciences, 2019 In this paper, we use Schauder’s fixed point to establish the existence of at least one solution for a functional nonlocal stochastic differential equation under sufficient conditions in the space of all square integrable stochastic processes with a ...
M.M. Elborai, M.I. Youssef
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