Results 251 to 260 of about 139,779 (279)

Moments and Correlation Functions of Solutions of a Stochastic Differential Equation

Journal of Mathematical Physics, 1970
This paper shows how to obtain exact, closed-form expressions for various moments and correlation functions of the solutions of the stochastic, ordinary differential equation d2udz2+β02[1+ηT(z)]u=0,where T(z) is the so-called ``random telegraph'' wave and β02 and η are positive real constants.
McKenna, J., Morrison, J. A.
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Asymptotic Behavior of the Solutions of Stochastic Functional-Differential Equations

Journal of Mathematical Sciences
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stanzhytskyi, O. M., Petryna, G. O., Denysenko, N. L.   +2 more
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Malliavin Calculus for Degenerate Stochastic Functional Differential Equations

Acta Applicandae Mathematicae, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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CONJUGATION OF FLOWS FOR STOCHASTIC AND RANDOM FUNCTIONAL DIFFERENTIAL EQUATIONS

Stochastics and Dynamics, 2001
The purpose of this paper is to transform a stochastic functional differential equation driven by a continuous helix spatial semimartingale of Kunita type into a random functional differential equation by using a stationary bijective random process.
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Approximations for expectations of functionals of solutions to stochastic differential equations

Monte Carlo Methods and Applications, 2007
Approximate evaluation of mathematical expectations of nonlinear functionals of solutions to stochastic differential equations is considered. The approach based on interpolation of the coefficient functions of the equation is extended to the case of equations including integrals with respect to Poisson random measure and stochastic Wiener integral.
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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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A New Approach to Mean Square Exponential Stability of Stochastic Functional Differential Equations

2021
Pham Huu Anh Ngoc
exaly  

Generalized Halanay inequalities for stability and dissipativity of stochastic functional differential equations

Systems and Control Letters, 2023
Dehao Ruan, Yantao Shi
exaly  

Exponential stability of impulsive stochastic functional differential equations

Journal of Mathematical Analysis and Applications, 2011
Lijun Pan, Jinde Cao
exaly  

Some New Criteria on $p$th Moment Stability of Stochastic Functional Differential Equations With Markovian Switching

IEEE Transactions on Automatic Control, 2010
Shiguo Peng
exaly