Hypercontractivity for functional stochastic partial differential equations
Electronic Journal of Probability, 2015 17 ...
Bao, Jianhai +2 more
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Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching [PDF]
, 2011 In this paper, we prove that a stochastic logistic population under regime switching controlled by a Markov chain is either stochastically permanent or extinctive, and we obtain the sufficient and necessary conditions for stochastic permanence and ...
Li, Xiaoyue +7 more
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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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Lp-solutions Of The Stochastic Transport Equation [PDF]
, 2015 We consider the stochastic transport linear equation and we prove existence and uniqueness of weak Lp-solutions. Moreover, we obtain a representation of the general solution and a Wong-Zakai principle for this equation.
Catuogno P., Olivera C.
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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 +3 more
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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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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
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On solutions set of a multivalued stochastic differential equation [PDF]
, 2017 summary:We analyse multivalued stochastic differential equations driven by semimartingales. Such equations are understood as the corresponding multivalued stochastic integral equations.
Malinowski, Marek T., Agarwal, Ravi P.
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A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps [PDF]
, 2017 We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure diffusive component plus a pure jump Poisson compensated measure.
Oliva, Immacolata +8 more
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Cauchy problems and invariant measures for one stochastic functional-differential equation
Науковий вісник Ужгородського університету. Серія: Математика і інформатика, 2019 We deal with Cauchy problem for one stochastic functional-differential equation. We study the existence, uniqueness and continuous dependence on initial function of so-called mild solution to this problem.
A. N. Stanzhytskyi, A. O. Tsukanova
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