[PDF] Top 20 The averaging method for stochastic differential delay equations under non Lipschitz conditions
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The averaging method for stochastic differential delay equations under non Lipschitz conditions
... special non-Gaussian Lévy noise, Poisson noise is usually a hot spot when dealing with stochastic ...the averaging method for a class of stochastic differential equa- tions with Poisson ... See full document
12
The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients
... proposed conditions, we prove that the solution of the averaged equation converges to that of the standard equation in the mean square ...(2) under non-Lipschitz ... See full document
19
Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
... the under- lying numerical scheme for the non-linear SDEs (1.1) under the monotone-type ...a stochastic version of the LaSalle ...stability method for ordinary differential ... See full document
21
Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
... condition under which we prove the existence of a unique solution to equation ...bounded under the monotone condition plus some mild assumptions on f and ...numerical method, which we call the ... See full document
21
Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition
... infinite delay and Lévy jumps under non-linear growth ...solution under some Carathéodory type con- ditions and we extend the existence results [, , ] to the phase space C g ... See full document
24
Almost sure exponential stability of an explicit stochastic orthogonal Runge Kutta Chebyshev method for stochastic delay differential equations
... For the purpose of stability, we assume that f (, ) = g(, ) = , which implies that (.) admits the equilibrium solution y(t) = corresponding to the initial condition ψ (t) = for t ∈ [–τ , ]. As a standing ... See full document
8
The truncated Euler-Maruyama method for stochastic differential delay equations
... This paper is organized as follows: We will introduce necessary notion, state the generalized Khasminskii-type condition, and define the truncated EM numerical solutions for SDDEs in Section 2. We will establish the ... See full document
26
On Nonclassical Impulsive Ordinary Differential Equations with Nonlocal Conditions
... nonlocal conditions have been an area of interest, mostly because of the advantage they have over initial value ...of differential equations were extensively discussed in the literature by using ... See full document
7
On existence results for impulsive fractional neutral stochastic integro differential equations with nonlocal and state dependent delay conditions
... sufficient conditions for the existence of solutions for a class of impulsive fractional neutral stochastic integro-differential systems (IFNSIDS) with nonlocal conditions (NLCs) and state-dependent ... See full document
36
Iterative Method Of Solutions Of Evolution Stochastic Differential Equations With Local Conditions
... quantum stochastic evolution equation driven by an additional operator under the strong topology is achievable using the iterative ...nonclassical stochastic differential equations ... See full document
5
Analysis of stability for stochastic delay integro differential equations
... for stochastic delay integro-differential equations in ...Euler method will be used to prove general mean-square stability of nu- merical ...nonlinear stochastic delay integro- ... See full document
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Stability of stochastic differential equations in infinite dimensions
... particular, stochastic partial differential equations with finite or infinite delays seem very important as models of biological, chemical, physical and eco- nomical ...valued, non-autonomous ... See full document
203
Stochastic Runge-Kutta method for stochastic delay differential equations
... Stochastic delay differential equation is a stochastic generalization of DDEs, which is systematically treated in Mohammed ...on stochastic Taylor ...derivative-free method for ... See full document
30
Stability of Exponential Euler Method for Linear Stochastic Delay Differential Equations
... of stochastic differential delay equations under the generalized Khasminskii-type conditions, Applied Mathematics and Computation, 217(2011), ...Euler method for impulsive ... See full document
6
On the non Lipschitz stochastic differential equations driven by fractional Brownian motion
... approximation method to prove the existence and uniqueness theorems of solutions to non-Lipschitz stochastic differential equations (SDEs) driven by fractional Brownian motion (fBm) with ... See full document
15
On the averaging principle for stochastic delay differential equations with jumps
... the averaging method for a class of stochastic equations with jumps has received much attention from many authors and there exists some literature [–] concerned with the averaging ... See full document
19
\(L^{p}\) \((p\geq2)\) strong convergence in averaging principle for multivalued stochastic differential equation with non Lipschitz coefficients
... multivalued stochastic differential equations under a non-Lipschitz ...p-moment averaging principle for a multivalued stochastic differential equation under a ... See full document
12
Existence, uniqueness and stability of the solution to neutral stochastic functional differential equations with infinite delay under non Lipschitz conditions
... ISFDEs under non-Lipschitz ...delayed stochastic functional differential equations into a neural ...n-dimensional stochastic neural network with infinite delay (ISNN in ... See full document
12
The method of averaging and functional differential equations with delay
... Abstract. We present a natural extension of the method of averaging to fast oscillating functional differential equations with delay. Unlike the usual approach where the analysis is kept in an ... See full document
15
Existence, uniqueness and stability results for impulsive stochastic functional differential equations with infinite delay and poisson jumps
... Impulsive Stochastic functional differential equation with ...infinite delay and Poisson jumps under non- Lipschitz condition with Lipschitz condition being considered as ... See full document
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