Results 241 to 250 of about 139,088 (279)

Perturbed Impulsive Neutral Stochastic Functional Differential Equations

Qualitative Theory of Dynamical Systems, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cheng, Lijuan, Hu, Lanying, Ren, Yong
openaire   +1 more source

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
openaire   +2 more sources

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
openaire   +1 more source

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.
openaire   +2 more sources

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
openaire   +1 more source

Functional Formulation of Stochastic Differential Equations

2020
This section casts stochastic dynamics into the previously developed language of field theory. The resulting formulation is advantageous in several respects. First, it expresses the dynamical equations into a path-integral, where the dynamic equations give rise to the definition of an “action.” In this way, the perturbation expansion with the help of ...
Moritz Helias, David Dahmen
openaire   +1 more source

Stochastic stabilisation of functional differential equations

Systems & Control Letters, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Appleby, John A. D., Mao, Xuerong
openaire   +1 more source

Fast-slow-coupled stochastic functional differential equations

Journal of Differential Equations, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fuke Wu, George Yin
openaire   +1 more source

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 ...
openaire   +2 more sources

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.
openaire   +2 more sources