Results 11 to 20 of about 13,470 (307)
Numerical Solutions of Neutral Stochastic Functional Differential Equations [PDF]
SIAM Journal on Numerical Analysis, 2008 This paper examines the numerical solutions of neutral stochastic functional differential equations (NSFDEs) $d[x(t)-u(x_t)]=f(x_t)dt+g(x_t)dw(t)$, $t\geq 0$. The key contribution is to establish the strong mean square convergence theory of the Euler-Maruyama approximate solution under the local Lipschitz condition, the linear growth condition, and ...
Wu, Fuke +2 more
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Generalized Mean Square Exponential Stability for Stochastic Functional Differential Equations [PDF]
MathematicsThis 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
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On Weak and Strong Solutions of Paired Stochastic Functional Differential Equations in Infinite-Dimensional Spaces [PDF]
Journal of Optimization, Differential Equations and Their Applications, 2021 In this paper, we study the questions of the existence of global weak solutions and local strong solutions of paired stochastic functional differential equations in a Hilbert space, one of which is an equation with an unbounded operator, and the other is
Andrey O. Stanzhytskyi
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Approximate Moment Functions for Logistic Stochastic Differential Equations
Numerical Algorithms, 2023 Abstract In this paper, we introduce an iterative procedure for approximate moment functions of logistic stochastic differential equations. We first reduce the solutions of the moment functions of such an equation to an infinite system of linear ordinary differential equations.
Coskun Çetin, Jasmina Djordevic
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Controllability of Second Order Functional Random Differential Equations with Delay [PDF]
, 2022 In this article, we study some existence and controllability results for two classes of second order functional differential equations with delay and random effects. To begin, we employ a random fixed point theorem with a stochastic domain to demonstrate
Abdelkrim Salim +3 more
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Hypercontractivity for functional stochastic differential equations
Stochastic Processes and their Applications, 2015 20 ...
Bao, Jianhai +2 more
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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations [PDF]
, 2011 By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investigates conditions under which the Euler–Maruyama (EM) approximations of stochastic functional differential equations (SFDEs) can share the almost sure ...
Wu, Fuke +5 more
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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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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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Asymptotic behaviours of stochastic differential delay equations [PDF]
, 2005 Most of the existing results on stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in this paper.
Shen, Yi +3 more
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