Stochastic retarded evolution equations with jumps
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] ...
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Freidlin Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps
... However, there are still few results on the large deviation for stochastic evolution equations with jumps. In [11], Röckner and Zhang considered the following type How to cite this paper: ...
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Stochastic control for mean-field Stochastic Partial Differential Equations with jumps
... mean-field stochastic partial differen- tial equations (stochastic evolution equations) driven by a Brownian motion and an independent Poisson random measure, in the case of partial ...
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On the averaging principle for stochastic delay differential equations with jumps
... Full list of author information is available at the end of the article Abstract In this paper, we investigate the averaging principle for stochastic delay differential equations (SDDEs) and SDDEs with pure ...
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On neutral impulsive stochastic differential equations with Poisson jumps
... Keywords: Stochastic differential equations; Contraction mapping; Continuous dependence exponential stability; Poisson process; Impulsive system 1 Introduction Stochastic differential equations ...
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Global well posedness of a class of stochastic equations with jumps
... to stochastic equations with jumps are established, a stochastic Fubini theorem and a type of Burkholder-Davis-Gundy inequality are proved, and the two formulas are used to study the ...
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On the averaging principle for stochastic delay differential equations with jumps
... Full list of author information is available at the end of the article Abstract In this paper, we investigate the averaging principle for stochastic delay differential equations (SDDEs) and SDDEs with pure ...
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pth mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps
... Abstract In this paper, we investigate the pth mean almost periodic solution to a neutral stochastic evolution equation with infinite delay and Poisson jumps. We give a sufficient condition for the ...
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Approximate solutions of hybrid stochastic pantograph equations with Levy jumps
... of stochastic pantograph differential equations with Markovian switching and Levy ...general stochastic pantograph differential equations with ...
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Weak order in averaging principle for stochastic differential equations with jumps
... Abstract In this paper, we deal with the averaging principle for a two-time-scale system of jump-diffusion stochastic differential equations. Under suitable conditions, we expand the weak error in powers of ...
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A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps
... Abstract In this paper, we introduce a clustering method to approximate the solution to a general Backward Stochastic Differential Equation with Jumps (BSDEJ). We show the convergence of the sequence of ...
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The truncated EM method for stochastic differential equations with Poisson jumps
... super-linear growth condition and the jump coe fficient satisfies the linear growth condition. The result shows that the optimal L r - convergence order is close to 1 . This is significantly di fferent from the result on ...
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Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps
... Received 27 May 2017, appeared 5 December 2017 Communicated by John A. D. Appleby Abstract. In this paper, we study the existence and uniqueness of solutions to doubly perturbed stochastic differential ...
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Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity
... 2 Preliminaries Let (, P , F ) be a probability space together with a filtration { F t } t≥ satisfying the usual conditions (i.e., F t + := s>t F s = F t , F s ⊂ F t for s ≤ t, and F contains all P -null sets). Let { ...
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Long term dynamics of stochastic evolution equations
... dierential equations. However, this theory is often not applicable to stochastic delay equations due to their specic ...of stochastic delay dierential equations is degenerate: the noise ...
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On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
... nonlinear stochastic differential equations with ...formula, stochastic inequality and semi-martingale convergence theorem, we study the asymptotic stability in the pth moment and almost sure ...
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The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps
... 3.Department of Statistics and Modelling Science, University of Strathclyde, Glasgow, G1 1XH, UK. Abstract In this paper, we consider a class of stochastic pantograph differential equa- tions with L´ evy ...
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The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps
... Levy jumps have become extremely popular for modeling financial, physical and biological phenomena and many results about such equations have been studied intensively for many ...such equations both ...
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On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
... Recently, qualitative theory about the existence and stability of SDEs with jumps have been studied intensively for many scholars. For example, Applebaum [1-3], Li [16], Rong [31], Yin [38], Yang [39] and Zhu ...
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Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
... aforementioned stochastic systems, the white Gaussian noise is used as the only interference source to depict a random continuous and stable ...Poisson jumps, which describe the phenomena of discontinuous ...
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