Results 251 to 260 of about 139,088 (279)

Differential inequalities and stochastic functional differential equations

Journal of Mathematical Physics, 1974
Consider the system of stochastic functional differential equations dx=f(t,xt)dt+σ(t,xt)dz(t),xt0=φ0,where σ is a n×m matrix, column vectors of σ, f are continuous, and z(t) is a normalized m-vector Wiener process with E[(z(t)−z(s))·(z(t)−z(s))T]=I|t−−s|.
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Stochastic Functional (Partial) Differential Equations

2013
In this chapter we investigate Harnack/shift Harnack inequalities and derivative formulas for stochastic functional differential equations. In this case, the strong or mild solution is no longer Markovian. These inequalities and formulas are therefore established for the semigroup associated with the functional (or segment) solutions.
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Stability of hybrid stochastic functional differential equations

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

Applied Mathematics and Mechanics, 2006
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Shen, Yi, Jiang, Ming-Hui, Liao, Xiao-Xin   +2 more
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Malliavin Calculus for Degenerate Stochastic Functional Differential Equations

Acta Applicandae Mathematicae, 2007
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On Stochastic Functional-Differential Equations with Unbounded Delay

SIAM Journal on Mathematical Analysis, 1987
The author studies the question of existence and uniqueness of strong and weak ``regular'' solutions of multidimensional infinite delay stochastic differential equations of the Doleans-Dade-Protter type \(dx(t)=a(t,x_ t)dZ(t)\) driven by a continuous semimartingale Z(t), \(t\geq 0\).
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Polynomial chaos functions and stochastic differential equations

Annals of Nuclear Energy, 2006
Abstract The Karhunen–Loeve procedure and the associated polynomial chaos expansion have been employed to solve a simple first order stochastic differential equation which is typical of transport problems. Because the equation has an analytical solution, it provides a useful test of the efficacy of polynomial chaos.
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Generalized Halanay inequalities for stability and dissipativity of stochastic functional differential equations

Systems and Control Letters, 2023
Yantao Shi
exaly  

Razumikhin-type theorem for pth exponential stability of impulsive stochastic functional differential equations based on vector Lyapunov function

Nonlinear Analysis: Hybrid Systems, 2021
Quanxin Zhu
exaly  

Stochastic Functional Differential Equations

2011
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