Results 231 to 240 of about 151,196 (279)

Neutral stochastic functional differential equations with additive perturbations

Applied Mathematics and Computation, 2009
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Miljana Jovanovic, Svetlana Janković
exaly   +3 more sources

Quasi Contraction of Stochastic Functional Differential Equations

Journal of Partial Differential Equations, 2023
Summary: Using a novel approach, we present explicit criteria for the quasi contraction of stochastic functional differential equations. As an application, some sufficient conditions ensuring the contraction property of the solution to the considered equations are obtained. Finally, some examples are investigated to illustrate the theory.
Zhao, Jiaxin, Li, Zhi, Xu, Liping
openaire   +1 more source

Stability of stochastic functional differential equations with impulses

Applied Mathematics Letters, 2023
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Hongyu Kuang, Jianli Li
openaire   +1 more source

Stochastic stabilisation of functional differential equations

Systems & Control Letters, 2005
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John A. D. Appleby, Xuerong Mao
openaire   +1 more source

Perturbed Nonlocal Stochastic Functional Differential Equations

Qualitative Theory of Dynamical Systems, 2020
The authors discuss the asymptotic behavior of the solution for a class of perturbed nonlocal stochastic functional differential equations. They evaluate the distance between the latter and of the unperturbed solution, in finite time-intervals, and on maximal intervals as the small perturbations tend to zero. These results non-trivially extend previous
Zhang, Qi, Ren, Yong
openaire   +2 more sources

Stochastic suppression and stabilization of functional differential equations

Systems & Control Letters, 2010
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Fuke Wu, Xuerong Mao, Shigeng Hu
openaire   +2 more sources

Stability of stochastic functional differential equations

1992
Here we will consider the Ito type SRDE $$\left. {\begin{array}{*{20}{c}} {dx\left( t \right) = {a_1}\left( {t,{x_t}} \right)dt + {a_2}\left( {t,{x_t}} \right)d\xi \left( t \right),{\kern 1pt} t \geqslant {t_0},} \\ {{x_t}\left( \theta \right) = x\left( {t + \theta } \right),{\kern 1pt} - h \leqslant \theta \leqslant 0,{\kern 1pt} x:{J_x} \to {R^n}.
V. Kolmanovskii, A. Myshkis
openaire   +1 more source

Stochastic Comparison of Solutions of Stochastic Functional Differential Equations

Zeitschrift für Analysis und ihre Anwendungen, 2007
A stochastic comparison of solutions of nonlinear stochastic functional differential equations with different drift and diffusion coefficients is obtained. Some known results are generalized.
openaire   +2 more sources

Stability of stochastic functional differential equations

Journal of Mathematical Physics, 1974
A system of functional differential equations with random retardation, ẋ(t) = f(t, xt), is studied, where xt(θ) = x(t + θ), η(t, ω) ≤ θ ≤ 0, − r ≤ η(t, ω) ≤ 0, and η(t, ω) is a stochastic process defined on some probability space (Ω, μ, P). Some comparison theorems are stated and proved in details under suitable assumptions on f(t, xt).
Chang, M. H., Ladde, G., Liu, P. T.
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Stability analysis of impulsive stochastic functional differential equations

Communications in Nonlinear Science and Numerical Simulation, 2020
In this paper, the authors use the Razumikhin techniques and Lyapunov functions to investigate the stability of impulsive stochastic functional differential equations. The results show that impulses make contribution to the exponential stability of stochastic differential systems with any time delay even they are unstable.
Yingxin Guo, Quanxin Zhu, Fei Wang
openaire   +1 more source