neutral stochastic functional differential equations
Numerical solutions of neutral stochastic functional differential equations
... of stochastic functional differential equations (SFDEs) has received a great deal of attentions in the recent ...the equations in which the variable delay argument occurs in the ...
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Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
... 4. Almost sure exponential stability. In this section, we discuss the almost sure exponential stability for the neutral stochastic functional differential equations. It will be shown ...
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Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
... Abstract The exponential stability of trivial solution and the numerical solution for neutral stochastic func- tional differential equations (NSFDEs) with jumps is considered. The stability includes ...
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Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition
... a stochastic differential equation, which has attracted much attention since it is not only academically challenging, but also of practical importance, and has played an important role in many fields such as ...
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Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition
... Deterministic neutral functional dif- ferential equations (NFDEs) are often used to describe such ...the neutral stochastic functional differential equations (NSFDEs) and ...
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Global attracting set and exponential decay of second order neutral stochastic functional differential equations driven by fBm
... second-order equations to prove exponential stability through some strong conditions, which may be difficult to meet in ...differential equations, and the relative stability condi- tions were further ...
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An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
... for neutral stochastic functional differential equations (SFDEs) with Poisson random ...By stochastic inequality, Burkholder-Davis-Gundy’s inequality and Kunita’s inequality, we prove ...
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Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
... nonlinear neutral stochastic functional differential equations, ...for neutral stochastic delay differential equations, ...
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Existence and stability of solutions to non linear neutral stochastic functional differential equations in the framework of G Brownian motion
... as stochastic dynamical ...a neutral stochastic functional differential equation in the G-frame has at most one ...mentioned stochastic dynamical systems in the ...
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Numerical solutions of neutral stochastic functional differential equations with Markovian switching
... for neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs) have been well established, but there are very few research works concentrating on the stability in ...
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On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G Brownian motion
... Several stochastic dynamical systems not only rely on current and past values but also include derivatives with ...delays. Neutral stochastic functional differential equations (NSFDEs) ...
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Existence, uniqueness and stability of the solution to neutral stochastic functional differential equations with infinite delay under non Lipschitz conditions
... differential equations to describe the systems with the phenomenon of time delay is not very ideal in real ...called functional differential equations []. In general, functional differential ...
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Existence, Uniqueness and Stability of Neutral Stochastic Functional Integro differential Evolution Equations with Infinite Delay
... of neutral stochastic functional differential equations with infi- nite delay, then ...impulsive stochastic semilin- ear functional differential equations ...
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Vol 10, No 1 (2019)
... which could be used in chemical engineering and aero elasticity .Under the global Lipschitz and linear growth condition Taniguchi [10] Luo [6] considered the existence and Uniqueness of mild solutions to SPFDEs and Zhou ...
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Approximate controllability of fractional impulsive neutral stochastic differential equations with nonlocal conditions
... the stochastic differential ...of stochastic or deterministic systems all have received extensive ...linear stochastic systems, and in [] Dauer and Mahmudov extended the results to semilinear ...
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Fixed Points and Stability in Neutral Stochastic Differential Equations with Variable Delays
... Riccati equations and stability of stochastic linear systems with nonincreasing delays,” Functional Differential Equations, ...Dimensional Stochastic Differential Equation with ...
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Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm
... fractional differential equations and their applications are prominent, especially in modeling several complex phenomena such as anomalous diffusion of particles (see, for examples, [6] ...addition, ...
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Approximate controllability result for nonlinear impulsive neutral fuzzy stochastic differential equations with nonlocal conditions
... backward stochastic evolution equations in Hilbert space as discussed in ...semilinear functional equations in a Hilbert ...and stochastic systems with unbounded ...impulsive ...
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Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
... The rest of this paper is organized as follows. In Sect. 2, we first recall some necessary preliminaries on the stochastic differential equations with respect to Brownian motion and fractional Brownian ...
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On neutral impulsive stochastic differential equations with Poisson jumps
... to Functional Differential ...S.: Stochastic Differential Equations and Diffusion ...of Functional Differential ...dimensional stochastic evolution equations with memory and ...
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