Asymptotic stability of stochastic retarded evolution equations
Sensitivity to Small Delays of Pathwise Stability for Stochastic Retarded Evolution Equations
... In this work, we want to consider the sensitivity problem of pathwise stability to small delays for stochastic retarded evolution equations in Hilbert spaces.. Based on the above stateme[r] ...
24
Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity
... Keywords: retarded stochastic differential equation; variation-of-constants formula; neutral type equation; exponential stability 1 Introduction The theory of retarded stochastic ...
12
Asymptotic stability of stochastic differential equations driven by Lévy noise
... L´evy-type stochastic integrals, and the exponential martingale inequality, we find conditions under which the solutions to the stochastic differential equations (SDEs) driven by L´evy noise are ...
17
Global asymptotic stability of solutions of cubic stochastic difference equations
... CUBIC STOCHASTIC DIFFERENCE EQUATIONS ALEXANDRA RODKINA AND HENRI SCHURZ Received 18 September 2003 and in revised form 22 December 2003 Global almost sure asymptotic stability of solutions of ...
12
Asymptotic stability of positive periodic solution for semilinear evolution equations
... the asymptotic stability of positive periodic solution for semilinear evolution equation in an ordered Banach space E: u (t) + Au(t) = f (t,u(t)), t ∈ R + = [0, +∞), where A : D(A) ⊂ E → E is a ...
10
Stability of hybrid stochastic retarded systems
... Hybrid Stochastic Retarded Systems Lirong Huang, Student Member, IEEE, Xuerong Mao, and Feiqi Deng Abstract— In the past few years, hybrid stochastic retarded sys- tems (also known as ...
8
Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations
... (ii) the diffusion operator of the SFDEs acting on a C 2 , 1 -function be bounded by a polynomial with the same order as the C 2 , 1 -function. However, there are many SFDEs which do not obey the linear growth condition. ...
8
Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
... exponential stability and almost sure asymptotic stability of stochastic functional differential equations (SFDEs) with Markovian ...
29
Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
... states. Stochastic functional differential equations (SFDEs), including stochastic delay differential equations (SDDEs), are often used to model these ...The stability theory of SFDEs ...
30
Existence and asymptotic stability of periodic solutions for impulsive delay evolution equations
... Abstract This paper we devote to considering the periodic problem for the impulsive evolution equations with delay in Banach space. By using operator semigroup theory and the fixed point theorem, we ...
19
A weak invariance principle and asymptotic stability for evolution equations with bounded generators
... Theorem 4.1 ON ASYMPTOTIC STABILITY FOR SIMPLE GENERATORS if the infinitesimal generator Z of the evolution equation (2.1) is a bounded weakly negative definite operator in a Hilbert spa[r] ...
10
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
... the stability and numerical analysis of solution to highly nonlinear stochastic differential equations with ...formula, stochastic inequality and semi-martingale convergence theorem, we study ...
27
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
... and stability of SDEs with jumps have been studied intensively for many ...and stability theory require the coefficients of SDEs with jumps to satisfy linear growth ...and stability are somewhat ...
28
Existence and Stability of Solutions for Nonautonomous Stochastic Functional Evolution Equations
... non-autonomous evolution equations are much more complicate than autonomous ones to be dealt ...linear evolution system. Thus we will apply the theory of linear evolution system and fractional ...
27
Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition
... partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs) has been investigated, the sufficient conditions for ...
8
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
... the evolution of this Markov process may also depend on the continuous ...or stochastic differential equation; the dynamics of this differential equation may depend on the value of the mode at the given ...
23
Mean square exponential and non exponential asymptotic stability of impulsive stochastic Volterra equations
... convolution equations are presented firstly. The mean square stability of the zero solution of the impulsive stochastic Volterra equation is studied by using obtained inequalities on Liapunov ...
14
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
... the stability and asymptotic stability of the equations, while Mao [ 15 ] studied the exponential stability of the ...the evolution of this Markov process may also depend on the ...
22
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
... the evolution of this Markov process may also depend on the continuous ...or stochastic differential equation; the dynamics of this differential equation may depend on the value of the mode at the given ...
24
ASYMPTOTIC MEAN-SQUARE STABILITY OF TWO-STEP METHODS FOR STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS
... of stability discussed in this ...linear stability analysis either for stochastic one- step methods or for deterministic multi-step schemes to the case of stochastic multi-step ...ensuring ...
22