Results 231 to 240 of about 139,779 (279)

Stochastic stabilisation of functional differential equations

Systems & Control Letters, 2005
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John A. D. Appleby, Xuerong Mao
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Perturbed Nonlocal Stochastic Functional Differential Equations

Qualitative Theory of Dynamical Systems, 2020
The authors discuss the asymptotic behavior of the solution for a class of perturbed nonlocal stochastic functional differential equations. They evaluate the distance between the latter and of the unperturbed solution, in finite time-intervals, and on maximal intervals as the small perturbations tend to zero. These results non-trivially extend previous
Zhang, Qi, Ren, Yong
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Stochastic suppression and stabilization of functional differential equations

Systems & Control Letters, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fuke Wu, Xuerong Mao, Shigeng Hu
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Stability of hybrid stochastic functional differential equations

Applied Mathematics and Computation, 2019
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Dehao Ruan, Liping Xu, Jiaowan Luo
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Stability of stochastic functional differential equations

1992
Here we will consider the Ito type SRDE $$\left. {\begin{array}{*{20}{c}} {dx\left( t \right) = {a_1}\left( {t,{x_t}} \right)dt + {a_2}\left( {t,{x_t}} \right)d\xi \left( t \right),{\kern 1pt} t \geqslant {t_0},} \\ {{x_t}\left( \theta \right) = x\left( {t + \theta } \right),{\kern 1pt} - h \leqslant \theta \leqslant 0,{\kern 1pt} x:{J_x} \to {R^n}.
V. Kolmanovskii, A. Myshkis
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Stochastic Comparison of Solutions of Stochastic Functional Differential Equations

Zeitschrift für Analysis und ihre Anwendungen, 2007
A stochastic comparison of solutions of nonlinear stochastic functional differential equations with different drift and diffusion coefficients is obtained. Some known results are generalized.
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Stability of stochastic functional differential equations

Journal of Mathematical Physics, 1974
A system of functional differential equations with random retardation, ẋ(t) = f(t, xt), is studied, where xt(θ) = x(t + θ), η(t, ω) ≤ θ ≤ 0, − r ≤ η(t, ω) ≤ 0, and η(t, ω) is a stochastic process defined on some probability space (Ω, μ, P). Some comparison theorems are stated and proved in details under suitable assumptions on f(t, xt).
Chang, M. H., Ladde, G., Liu, P. T.
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Stability analysis of impulsive stochastic functional differential equations

Communications in Nonlinear Science and Numerical Simulation, 2020
In this paper, the authors use the Razumikhin techniques and Lyapunov functions to investigate the stability of impulsive stochastic functional differential equations. The results show that impulses make contribution to the exponential stability of stochastic differential systems with any time delay even they are unstable.
Yingxin Guo, Quanxin Zhu, Fei Wang
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Functional-calculus approach to stochastic differential equations

Physical Review A, 1986
The connection between stochastic differential equations and associated Fokker-Planck equations is elucidated by the full functional calculus. One-variable equations with either additive or multiplicative noise are considered. The central focus is on approximate Fokker-Planck equations which describe the consequences of using ``colored'' noise, which ...
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Functionally perturbed stochastic differential equations

Mathematische Nachrichten, 2006
AbstractThis paper is devoted to the large class of stochastic differential equations of the Ito type whose coefficients are functionally perturbed and depend on a small parameter. The solution of a such equation is compared with the solution of the corresponding unperturbed equation, in the (2m)‐th moment sense, on finite intervals or on intervals ...
Miljana Jovanović, Svetlana Janković
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