[PDF] Top 20 On the averaging principle for stochastic delay differential equations with jumps
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On the averaging principle for stochastic delay differential equations with jumps
... the averaging principle for a class of stochastic delay differential equations (SDDEs) with variable delays and ...the averaging method are concen- trated on the case of SDEs, ... See full document
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On the averaging principle for stochastic delay differential equations with jumps
... the averaging principle for a class of stochastic delay differential equations (SDDEs) with variable delays and ...the averaging method are concen- trated on the case of SDEs, ... See full document
20
Strong convergence in the pth mean of an averaging principle for two time scales SPDEs with jumps
... convergence in general. Generally, people need to estimate the higher order moments which possess a good robustness and can be applied in computations in statistics, finance and other fields. To the best of the authors’ ... See full document
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Weak order in averaging principle for stochastic differential equations with jumps
... as averaging for stochastic dynamical systems in infinite-dimensional space is concerned, it is worth quoting the important works [4–6, 26] and also the works [9, 10, ...on averaging for multivalued ... See full document
20
An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
... of stochastic analysis theory, many authors began to study the aver- aging principle for stochastic differential equations ...the averaging theory for ODEs to the case of ... See full document
18
Large deviation principle for the mean reflected stochastic differential equation with jumps
... reflected stochastic differentials equations (SDEs) in which the constraint is not directly on the paths of the solution to the SDE as in the usual case but on the law of the ... See full document
15
A Mean Field Stochastic Maximum Principle for Optimal Control of Forward Backward Stochastic Differential Equations with Jumps via Malliavin Calculus
... In contrast to the stochastic control problem (e.g. [1] [2]) which is studied in the complete information case (and [1] with the Brownian motion case only), the performance functional that we will investigate ... See full document
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On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
... of stochastic differential delay equations (SDDEs) and obtain the almost sure asymptotic stability of solution to ...for stochastic differential ...time-dependent delay under the ... See full document
27
Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition
... most surely asymptotic estimates of solutions to NSFDEs with infinite delay and Lévy jumps under non-linear growth conditions. Unlike the condition imposed by Wei [], we prove that equation (.) has a ... See full document
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Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
... Neutral stochastic functional differential equations (NSFDEs) have received increasing attention, due to their wide applications in chemical engineering systems, aeroelasticity and automatic control, etc ... See full document
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Existence, uniqueness and stability results for impulsive stochastic functional differential equations with infinite delay and poisson jumps
... for stochastic evolution equations with jumps and ...backward stochastic differential equations with Poisson jumps under some weak ...nonlinear stochastic ... See full document
7
Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle
... duality principle between linear forward stochastic Volterra integral equations (FSVIEs) and linear BSVIEs to prove the comparison ...and stochastic differential utilities as introduced ... See full document
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The averaging method for stochastic differential delay equations under non Lipschitz conditions
... The averaging principle plays an important role in dynamical systems in problems of me- chanics, physics, control and many other ...on averaging princi- ples were firstly put forward by Krylov and ... See full document
12
Convergence and stability of the compensated split step θ method for stochastic differential equations with jumps
... averaging. We plot our approximation to √ against t on a log-log scale. For reference a dashed line of slope one-half is added. We see that the slopes of the two curves appear to match well in Figure . Hence, our ... See full document
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On neutral impulsive stochastic differential equations with Poisson jumps
... This paper comprises five sections. Section 1 becomes the introduction. We recollect some basic concepts and preliminaries briefly in Sect. 2. Section 3 focuses on the study of sufficient conditions for the existence and ... See full document
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Chebyshev spectral collocation method for stochastic delay differential equations
... (.). In fact, SDDEs as the stochastic models appear frequently in applied research and lead to an increasing interest in the investigation. For additional examples one can refer to applications in neural control ... See full document
12
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
... The aim of this paper is to study BSDEs with Poisson jumps and random terminal times and to consider their applica- tions. The first result of this paper is to establish the existence and uniqueness theorem of ... See full document
14
Dynamic Models for Internet Networks Described by Stochastic Delay Differential Equations
... ABSTRACT: In this paper, we consider Internet models, which respond to a congestion signal from the network described by a stochastic differential equation. We consider Internet networks with one source and ... See full document
7
Exponential stability of fractional stochastic differential equations with distributed delay
... Fractional Brownian motion (fBm) was first studied in by Kolmogorov [], who de- fined it in a Hilbert space and named it a Wiener helix. Until , Mandelbrot and Van Ness [] provided the stochastic integral ... See full document
8
Global well posedness of a class of stochastic equations with jumps
... a stochastic process is RCLL if each of it’s sample path is right continuous with left ...a stochastic process X(t) is called a strong solution of ... See full document
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