stochastic functional differential equations (SFDEs)
Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
... This paper is concerned with the boundedness, exponential stability and almost sure asymptotic stability of stochastic functional differential equations (SFDEs) with Markovian switching. The ...
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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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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
... Abstract. By the continuous and discrete nonnegative semimartingale convergence theo- rems, this paper investigates conditions under which the Euler–Maruyama (EM) approxi- mations of stochastic functional ...
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Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations
... 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 ...
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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 that ...
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Exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses via Razumikhin method
... impulsive differential equations is also attracting much attention in recent years ...impulsive stochastic functional differential equations have been obtained ...chastic ...
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Existence, uniqueness and stability results for impulsive stochastic functional differential equations with infinite delay and poisson jumps
... impulsive stochastic functional differential equations with infinite delay and Poisson jumps under non-Lipschitz condition with Lipschitz condition being considered as a special case by means ...
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On the almost sure running maxima of solutions of affine stochastic functional differential equations
... of stochastic functional differential equations (SFDEs) than [43] (in the sense that the equations are essentially linear) but with a more general type of delay functional, covering both ...
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Robust stability of a class of stochastic functional differential equations with Markovian switching
... or stochastic dynamical systems, which usually result in instability (see ...states. Stochastic functional differential equations (SFDEs), including stochastic delay differential ...
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An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
... many stochastic systems not only depend on the present and past states but also in- volve the derivatives with delays as well as the function ...the stochastic in- equality, Burkholder-Davis-Gundy’s ...
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Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
... of stochastic system model, and their stability analysis has attracted considerable attention in recent ...most stochastic systems cannot be solved explicitly, the research on stochastic analysis can ...
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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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Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition
... neutral functional dif- ferential equations (NFDEs) are often used to describe such ...neutral stochastic functional differential equations (NSFDEs) and gave its applications in chemical ...
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A note on the existence and uniqueness of the solutions to SFDES
... to stochastic functional differential equations with infinite delay at phase space BC ((-∞, 0]: R d ) which denotes the family of bounded continuous R d -valued functions defined on (-∞, 0] ...
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Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition
... neutral stochastic functional differential equations with Markovian ...partial stochastic asymptotic stability have been obtained and proofs have been ...
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Existence and stability of solutions to non linear neutral stochastic functional differential equations in the framework of G Brownian motion
... differential equations (SDEs) have been used profitably in a variety of fields in- cluding population dynamics, engineering, environments, physics and ...important equations such as Parker’s transport equation ...
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Stability of sets of stochastic functional differential equations with impulse effect
... of stochastic differential equations and impulsive differential equations has been developed very quickly; see for instance ...impulsive stochastic differential equations have also been ...
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Numerical solutions of neutral stochastic functional differential equations with Markovian switching
... neutral stochastic delay differential equations with Markovian switching (NSDDEwMSs) were discussed in [5, 13], ...for stochastic delay differential equations with Markovian switching (SDDEwMSs) ...
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Almost sure exponential stability of hybrid stochastic functional differential equations
... dx(t) = f (x(t), r(t), t)dt + g(x(t − τ), r(t), t)dB(t) (4.5) becomes almost surely exponentially stable. The reader can find more information on the stochastic stabil- isation from, for example, [1,3,13,16,17,22]. ...
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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 ...Neutral stochastic functional differential equations (NSFDEs) are employed to ...
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