On the Asymptotic Equivalence of Ordinary and Functional Stochastic Differential Equations [PDF]
Journal of Optimization, Differential Equations and Their Applications, 2023 This paper studies the asymptotic behavior of solutions of linear stochastic functional-differential equations. This behavior is investigated using the method of asymptotic equivalence, according to which an ordinary system of linear differential ...
Olexandr M. Stanzhytskyi +2 more
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Stability in distribution of stochastic functional differential equations [PDF]
Systems and Control Letters, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fuke Wu, Xuerong Mao
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Stability of Nonlinear Neutral Stochastic Functional Differential Equations
Journal of Applied Mathematics, 2010 Neutral stochastic functional differential equations (NSFDEs) have recently been studied intensively. The well-known conditions imposed for the existence and uniqueness and exponential stability of the global solution are the local Lipschitz condition ...
Minggao Xue, Shaobo Zhou, Shigeng Hu
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Functional Solutions of Stochastic Differential Equations
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).
Imme van den Berg
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Square integrable solutions and stability of a second-order stochastic integro-differential equation [PDF]
Scientific ReportsThis article investigates the stochastic asymptotic stability, boundedness, and square integrability of solutions to a class of second-order nonlinear stochastic integro-differential equations with multiple variable delays.
Linda Fatima Oudjedi-Damerdji +4 more
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Ulam-Hyers-Rassias Stability of Stochastic Functional Differential Equations via Fixed Point Methods
Journal of Function Spaces, 2021 The Ulam-Hyers-Rassias stability for stochastic systems has been studied by many researchers using the Gronwall-type inequalities, but there is no research paper on the Ulam-Hyers-Rassias stability of stochastic functional differential equations via ...
Abdellatif Ben Makhlouf +2 more
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ON THE SUPPORT THEOREM FOR STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS [PDF]
Demonstratio Mathematica, 1995 The support of the measure generated by the solution to some stochastic differential equation with delayed argument is studied. The obtained theorem is a consequence of the approximation theorem of Wong-Zakai type and the support theorem of Miller and Sanz-Solé.
Dawidowicz, A. L., Twardowska, K.
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Analysis of stochastic neutral fractional functional differential equations
Boundary Value Problems, 2022 This work deals with the large deviation principle which studies the decay of probabilities of certain kind of extremely rare events. We consider stochastic neutral fractional functional differential equation with multiplicative noise and show large ...
Alagesan Siva Ranjani +3 more
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Frontiers in Physics, 2021 In this article, we study the existence and uniqueness of square-mean piecewise almost periodic solutions to a class of impulsive stochastic functional differential equations driven by fractional Brownian motion.
Lili Gao, Xichao Sun
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Exponential Stability of Impulsive Neutral Stochastic Functional Differential Equations
Mathematics, 2022 This paper focuses on the problem of the pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations (INSFDEs).
Yunfeng Li, Pei Cheng, Zheng Wu
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