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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 Asymptotic Equivalence of Ordinary and Functional Stochastic Differential Equations
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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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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Advances in Difference Equations, 2021 This manuscript is involved in the study of stability of the solutions of functional differential equations (FDEs) with random coefficients and/or stochastic terms.
Abdulwahab Almutairi +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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Mathematics, 2021 In this paper, we study the indefinite linear-quadratic (LQ) stochastic optimal control problem for stochastic differential equations (SDEs) with jump diffusions and random coefficients driven by both the Brownian motion and the (compensated) Poisson ...
Jun Moon, Jin-Ho Chung
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Open Mathematics, 2019 This work is mainly concerned with the exponential stability of time-changed stochastic functional differential equations with Markovian switching. By expanding the time-changed Itô formula and the Razumikhin theorem, we obtain the exponential stability ...
Zhang Xiaozhi, Yuan Chenggui
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