Generalized Mean Square Exponential Stability for Stochastic Functional Differential Equations [PDF]
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
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Input-to-State Stability of Linear Stochastic Functional Differential Equations [PDF]
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
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Stability of stochastic functional differential equations and the W-transform [PDF]
Electronic Journal of Differential Equations, 2004 The paper contains a systematic presentation of how the so-called ``W-transform'' can be used to study stability of stochastic functional differential equations.
Ramazan Kadiev, Arcady Ponosov
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η-Stability for stochastic functional differential equation driven by time-changed Brownian motion [PDF]
Journal of Inequalities and ApplicationsThis manuscript focuses on a class of stochastic functional differential equations driven by time-changed Brownian motion. By utilizing the Lyapunov method, we capture some sufficient conditions to ensure that the solution for the considered equation is ...
Xianping He +4 more
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Functional Solutions of Stochastic Differential Equations [PDF]
MathematicsWe present an integration condition ensuring that a stochastic differential equation dXt=μ(t,Xt)dt+σ(t,Xt)dBt, where μ and σ are sufficiently regular, has a solution of the form Xt=Z(t,Bt). By generalizing the integration condition we obtain a class of stochastic differential equations that again have a functional solution, now of the form Xt=Z(t,Yt ...
Imme van den Berg
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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations [PDF]
, 2011 By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investigates conditions under which the Euler–Maruyama (EM) approximations of stochastic functional differential equations (SFDEs) can share the almost sure ...
Wu, Fuke +5 more
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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.
Wu, H., Appleby, John A.D., Mao, Xuerong
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Advances in Difference Equations, 2021 This manuscript is involved in the study of stability of the solutions of functional differential equations (FDEs) with random coefficients and/or stochastic terms.
Abdulwahab Almutairi +3 more
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Triviality of the 2D stochastic Allen-Cahn equation [PDF]
, 2012 We consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition.
H. Weber +8 more
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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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