[PDF] Top 20 On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G Brownian motion
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On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G Brownian motion
... mean-square boundedness of solutions has been derived. The convergence of solutions with different initial data has been ...The boundedness and convergence of solution maps have ... See full document
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Numerical solutions of neutral stochastic functional differential equations with Markovian switching
... strong convergence for numerical approximations when f ( · , · ) and g( · , · ) satisfy both the global Lipschitz condition and the monotonicity condition, and D(·, ·) is a contractive ...the ... See full document
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Nonlocal stochastic integro differential equations driven by fractional Brownian motion
... framework, stochastic differential equations with nonlocal con- ditions driven by Brownian motion ...fractional stochastic integro-differential equations with nonlocal ... See full document
14
Numerical solutions of neutral stochastic functional differential equations
... square convergence theory of the Euler– Maruyama approximate solution under the local Lipschitz condition, the linear growth condition and the contractive ... See full document
20
Mean square Hyers Ulam stability of stochastic differential equations driven by Brownian motion
... order stochastic differential equations is studied by using the Ito ...order stochastic differential equations with constant coefficients by the substitution ...order stochastic differential ... See full document
12
Existence and exponential stability in the pth moment for impulsive neutral stochastic integro differential equations driven by mixed fractional Brownian motion
... Gaussian stochastic process, fractional Brownian motion heavily relies on the Hurst index H ∈ (0, 1) introduced by Kolmogorov [27], it is an effective tool in modelling many stochastic systems ... See full document
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Global Uniqueness Result for Functional Differential Equations Driven by a Wiener Process and Fractional Brownian Motion
... Itˆ o theory to construct a stochastic calculus with respect to the fBm. Over the last years some new techniques have been developed in order to define stochastic integrals with respect to fBm. Essentially ... See full document
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On the non Lipschitz stochastic differential equations driven by fractional Brownian motion
... of solutions of SDEs driven by fBm with a non-Lipschitz condition have not been ...SDEs driven by Brownian ...of solutions to non-Lipschitz SDEs with ... See full document
15
Global attracting set and exponential decay of second order neutral stochastic functional differential equations driven by fBm
... second-order neutral stochastic functional differential equa- tions driven by fBm with Hurst parameter H ∈ (/, ...fractional Brownian noise and using new integral inequalities, we ... See full document
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Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
... all equations of the aboved mentioned works are driven by white noise perturbations with continuous initial data and white noise per- turbations are not always appropriate to interpret real datas in a ... See full document
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Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
... the neutral stochastic integrodifferential equations driven by ...impulsive stochastic integrodifferential equations have been received much ...mild solutions to ... 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 ...of stochastic differential equations (SDEs) and studied the ... See full document
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Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
... Remark 3.3 When σ ≡ 0,p = 2, then Eq. (2.4) reduces to a NSFPDE only driven by Brow- nian motion in which the exponential stability in mean square of mild solution has been studied by Luo [13]. Obviously, ... See full document
15
Attracting and quasi invariant sets of neutral stochastic integro differential equations with impulses driven by fractional Brownian motion
... fractional Brownian motion (fBm) in hydrology, eco- nomics, telecommunications and medicine, much interesting work has been carried out on stochastic differential equations driven by fBm ... See full document
15
Existence and stability of solutions to non linear neutral stochastic functional differential equations in the framework of G Brownian motion
... 7. Bolotin, VV: Random Vibrations of Elastic Systems. Martinus Nijhoff, The Hague (1984) 8. Roberts, JB, Spanos, PD: Random Vibration and Statistical Linearization. Dover, New York (2003) 9. Skalmierski, B, Tylikowski, A: ... See full document
14
Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm
... of Brownian motion, fractional Brownian motion (fBm) is a self-similar Gaussian process which has the properties of long/short-range ...fractional Brownian motion is neither a ... See full document
15
Controllability of a stochastic functional differential equation driven by a fractional Brownian motion
... and stochastic control ...tion equations has been studied by several ...differential equations in Hilbert spaces by using the semigroup theory, the fractional power theory and fixed point the- ... See full document
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Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
... fractional stochastic differential equations driven by fractional Brownian motion with Hurst index H > 1 2 ...mild solutions are ... See full document
16
Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
... on t ≥ 0, where τ > 0, r(t) is a right-continuous Markovian chain with a finite state space S = {1, 2, . . . , N } and B(t) is an m-dimensional Brownian motion. In the system, x(t) stands for the state ... See full document
29
Some existence results for advanced backward stochastic differential equations with a jump time*,**
... BSDEs driven by martingales and is based on the predictable representation property (PRP), as in Dumitrescu et ...a Brownian motion B and the martingale M associated to the jump process H ...the ... See full document
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