Results 21 to 30 of about 13,470 (307)
Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays
Mathematics, 2021 The purpose of this paper is to find the time-optimal control to a target set for semilinear stochastic functional differential equations involving time delays or memories under general conditions on a target set and nonlinear terms even though the ...
Yong Han Kang, Jin-Mun Jeong
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Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations [PDF]
, 2013 A discrete stochastic Razumikhin-type theorem is established to investigate whether the Euler--Maruyama (EM) scheme can reproduce the moment exponential stability of exact solutions of stochastic functional differential equations (SFDEs).
Wu, Fuke +2 more
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Numerical Solutions of Stochastic Functional Differential Equations [PDF]
LMS Journal of Computation and Mathematics, 2003 AbstractIn this paper, the strong mean square convergence theory is established for the numerical solutions of stochastic functional differential equations (SFDEs) under the local Lipschitz condition and the linear growth condition. These two conditions are generally imposed to guarantee the existence and uniqueness of the true solution, so the ...
openaire +2 more sources
Stabilisation of hybrid stochastic differential equations by delay feedback control [PDF]
, 2008 This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic dierential equations with Markovian switching) by delay feedback controls.
Lam, James +10 more
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Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations [PDF]
, 2011 Asymptotic stability and boundedness have been two of most popular topics in the study of stochastic functional differential equations (SFDEs) (see e.g. Appleby and Reynolds (2008), Appleby and Rodkina (2009), Basin and Rodkina (2008), Khasminskii (1980),
Qi Luo +5 more
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Open Mathematics, 2019 This work is mainly concerned with the exponential stability of time-changed stochastic functional differential equations with Markovian switching. By expanding the time-changed Itô formula and the Razumikhin theorem, we obtain the exponential stability ...
Zhang Xiaozhi, Yuan Chenggui
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Axioms, 2022 In this article, we discuss the (2 + 1)-D coupled Korteweg–De Vries (KdV) equations whose coefficients are variables, and stochastic (2 + 1)-D C-KdV (C-KdV) equations with the χ-Wick-type product.
Mohammed Zakarya +2 more
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On the almost sure running maxima of solutions of affine stochastic functional differential equations [PDF]
, 2010 This paper studies the large fluctuations of solutions of scalar and finite-dimensional affine stochastic functional differential equations with finite memory as well as related nonlinear equations.
Wu, H., Appleby, John A.D., Mao, Xuerong
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Ulam-Hyers-Rassias stability of neutral stochastic functional differential equations [PDF]
, 2022 In this paper, by using the Gronwall inequality, we show two new results on the UlamHyers and the Ulam-Hyers-Rassias stabilities of neutral stochastic functional differential equations.
Caraballo Garrido, Tomás +2 more
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Journal of Applied Mathematics, 2013 We discuss the exponential stability in mean square of mild solution for neutral stochastic partial functional differential equations with impulses. By applying impulsive Gronwall-Bellman inequality, the stochastic analytic techniques, the fractional ...
Nan Ding
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