Results 271 to 280 of about 14,449 (305)

Perturbed Impulsive Neutral Stochastic Functional Differential Equations

Qualitative Theory of Dynamical Systems, 2021
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Cheng, Lijuan, Hu, Lanying, Ren, Yong
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On Stochastic Functional-Differential Equations with Unbounded Delay

SIAM Journal on Mathematical Analysis, 1987
The author studies the question of existence and uniqueness of strong and weak ``regular'' solutions of multidimensional infinite delay stochastic differential equations of the Doleans-Dade-Protter type \(dx(t)=a(t,x_ t)dZ(t)\) driven by a continuous semimartingale Z(t), \(t\geq 0\).
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Density Estimates for Solutions of Stochastic Functional Differential Equations

Acta Mathematica Scientia, 2019
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Nguyen Tien Dung, Ta Cong Son, Tran Manh Cuong, Nguyen Van Tan, Trinh Nhu Quynh   +4 more
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Differential inequalities and stochastic functional differential equations

Journal of Mathematical Physics, 1974
Consider the system of stochastic functional differential equations dx=f(t,xt)dt+σ(t,xt)dz(t),xt0=φ0,where σ is a n×m matrix, column vectors of σ, f are continuous, and z(t) is a normalized m-vector Wiener process with E[(z(t)−z(s))·(z(t)−z(s))T]=I|t−−s|.
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Comparison Theorem for Stochastic Functional Differential Equations and Applications

Journal of Dynamics and Differential Equations, 2014
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Bai, Xiaoming, Jiang, Jifa
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Stochastic regularization and stabilization of hybrid functional differential equations

2015 54th IEEE Conference on Decision and Control (CDC), 2015
This work much extends our recent results published in SIAM Journal on Control and Optimization [1]. In lieu of switching jump diffusions, we examine stochastic systems with delays. We focus on stochastic regularization and stabilization for hybrid functional differential equations (FDEs).
Xiaofeng Zong, Fuke Wu, Gang George Yin
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Conformable fractional stochastic differential equations with control function

Systems & Control Letters, 2021
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Moments and Correlation Functions of Solutions of a Stochastic Differential Equation

Journal of Mathematical Physics, 1970
This paper shows how to obtain exact, closed-form expressions for various moments and correlation functions of the solutions of the stochastic, ordinary differential equation d2udz2+β02[1+ηT(z)]u=0,where T(z) is the so-called ``random telegraph'' wave and β02 and η are positive real constants.
McKenna, J., Morrison, J. A.
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Approximations for expectations of functionals of solutions to stochastic differential equations

Monte Carlo Methods and Applications, 2007
Approximate evaluation of mathematical expectations of nonlinear functionals of solutions to stochastic differential equations is considered. The approach based on interpolation of the coefficient functions of the equation is extended to the case of equations including integrals with respect to Poisson random measure and stochastic Wiener integral.
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CONJUGATION OF FLOWS FOR STOCHASTIC AND RANDOM FUNCTIONAL DIFFERENTIAL EQUATIONS

Stochastics and Dynamics, 2001
The purpose of this paper is to transform a stochastic functional differential equation driven by a continuous helix spatial semimartingale of Kunita type into a random functional differential equation by using a stationary bijective random process.
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