Results 21 to 30 of about 151,196 (279)

Controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with delay and Poisson jumps

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
doaj   +1 more source

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
doaj   +1 more source

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
doaj   +1 more source

Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays

Mathematics, 2021
The purpose of this paper is to find the time-optimal control to a target set for semilinear stochastic functional differential equations involving time delays or memories under general conditions on a target set and nonlinear terms even though the ...
Yong Han Kang, Jin-Mun Jeong
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The existence and Hyers–Ulam stability of solution for an impulsive Riemann–Liouville fractional neutral functional stochastic differential equation with infinite delay of order 1<β<2 $1<\beta<2$

Boundary Value Problems, 2019
This paper deals with the existence of solution for an impulsive Riemann–Liouville fractional neutral functional stochastic differential equation with infinite delay of order ...
Yuchen Guo, Xiao-Bao Shu, Yongjin Li, Fei Xu   +3 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.
Appleby, John A.D., Mao, Xuerong, Wu, H.
core   +1 more source

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
core   +4 more sources

Impulsive stabilization of stochastic functional differential equations

Applied Mathematics Letters, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jun Liu 0015, Xinzhi Liu, Wei-Chau Xie
openaire   +1 more source

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
core   +1 more source

Generalized Mean Square Exponential Stability for Stochastic Functional Differential Equations

Mathematics
This 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
doaj   +1 more source