stochastic delay
Delay-dependent exponential stability of neutral stochastic delay systems
... neutral delay differen- tial ...As stochastic modelling has come to play an important role in many branches of science and in- dustry, neutral stochastic delay systems have been intensively ...
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On the averaging principle for stochastic delay differential equations with jumps
... of stochastic delay differential equations (SDDEs) with variable delays and ...averaged stochastic equations and that of the standard stochastic ...
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Stability of Exponential Euler Method for Linear Stochastic Delay Differential Equations
... Most stochastic differential equations (SDEs) are nonlinear and cannot be solved explicitly, whence numerical solutions are required in ...to stochastic delay differential equations (SDDES) (see [5], ...
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SMC design for robust H∞ control of uncertain stochastic delay systems
... Recently, sliding mode control method has been extended to accommodate stochastic systems. However, the existing results employ an assumption that may be too restrictive for many stochastic systems. This ...
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On the averaging principle for stochastic delay differential equations with jumps
... of stochastic delay differential equations (SDDEs) with variable delays and ...averaged stochastic equations and that of the standard stochastic ...
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Analysis of stability for stochastic delay integro differential equations
... to stochastic delay integro-differential ...linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method ...
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Exponential stability for a stochastic delay neural network with impulses
... time delay systems [–]. As is well known, stochastic functional differential systems which include stochastic delay differen- tial systems have been widely used since stochastic ...
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Numerical Method of a Class of Stochastic Delay Population Models
... of stochastic delay population models. Firstly, a stochastic predator-prey model with time-delay and white noise is ...the stochastic population ...of stochastic predator-prey ...
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Controllability of semilinear stochastic delay evolution equations in Hilbert spaces
... of stochastic para- bolic, hyperbolic, and functional differential ...nonlinear stochastic systems has been a well-known problem and frequently discussed in the literature ...The stochastic control ...
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Dynamic Models for Internet Networks Described by Stochastic Delay Differential Equations
... by stochastic delay differential equations, by randomizing one of the ...consider stochastic delay differential equations, obtained through the randomization of parameter a in the case of the ...
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Delay-dependent exponential stability of neutral stochastic delay systems (vol 54, pg 147, 2009)
... note, delay-dependent criterion for stability of neu- tral stochastic delay systems has been presented by approach of ...for stochastic systems is competitive even when it is specialized to ...
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Maximum principle for near optimality of stochastic delay control problem
... linear stochastic differential delay equations (SDDEs) and anticipated backward stochastic differential equations (ABSDEs) established in [], the maximum principle for stochastic delay ...
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Stochastic Delay Analysis of Multi-services in Power Communication Networks
... Abstract: Various kinds of services transmitted over power communication networks are the key to make the power systems maintain normal operation. These various kinds of services may require different quality of service ...
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Chebyshev spectral collocation method for stochastic delay differential equations
... The purpose of the paper is to propose the Chebyshev spectral collocation method to solve a certain type of stochastic delay differential equations. Based on a spectral collocation method, the scheme is ...
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Stochastic delay differential neoclassical growth model
... the stochastic model is more suitable in the real ...the stochastic delay differential neoclassical growth model except Shaikhet [18], who has studied the stability of equilibriums of stochastically ...
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Stochastic delay evolution equations driven by sub fractional Brownian motion
... under suitable conditions on the operator A, the coefficient functions f , g, and the initial value ϕ. Here S H Q (t) denotes an Q-sub-fBm with H ∈ (/, ). The purpose of this paper is to investigate the existence and ...
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Delay-dependent robust stability of stochastic delay systems with Markovian switching
... a delay-dependent criterion for exponential stability of uncertain hybrid stochastic delay systems, which exploits the advantages of structure of the diffusion and reduces the conservatism of the ...
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Stochastic Delay Lotka Volterra Model
... As is well known, Lotka-Volterra Model is nonlinear and tractable models of predator-prey system. The predator-prey system is also studied in many papers. In the last few years, Mao et al. change the deterministic model ...
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Stochastic delay Lotka-Volterra model
... the stochastic delay Lotka–Volterra model but will also make the solutions to be stochastically ultimately ...the delay Lotka–Volterra model x(t ) ˙ = diag(x 1 (t ), ...original delay equation ...
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Stochastic Runge-Kutta method for stochastic delay differential equations
... of stochastic delay differential equations with constant time ...for stochastic delay differential equations without anticipative ...calculus. Stochastic Analysis and Applications, to ...
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