[PDF] Top 20 Exponential stability of highly nonlinear neutral pantograph stochastic differential equations
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Exponential stability of highly nonlinear neutral pantograph stochastic differential equations
... the exponential stability of highly nonlinear hybrid neutral pantograph stochastic differential ...establish exponential stability criteria for a ... See full document
12
Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
... where H ∈ (1/2, 1). Our method for investigating the stability of solutions is based on the Banach fixed point theorem. The obtained results generalize and improve the results due to Boufoussi and Hajji (Stat. ... See full document
15
Almost sure exponential stability in the numerical simulation of stochastic differential equations
... the nonlinear SDE ...where stochastic stability means almost sure exponential stability, these problems would be solved to a certain ...sure exponential stability in two ... See full document
20
The p th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition
... formula, stochastic func- tional differential equations (SFDEs) have been used successfully to model such systems in many application fields such as biology, engineering, economics and finance ...The ... See full document
24
Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations
... sure exponential sta- bility of the test hybrid ...sure exponential stability for a certain class of highly nonlinear hybrid ... See full document
23
Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching
... and nonlinear growth condition; In Section 3, by applying the Itô formula and stochastic inequality, we study the almost sure stability with general decay rate for NSPEwMSs ...decay stability; ... See full document
17
Exponential stability of fractional stochastic differential equations with distributed delay
... a stochastic delay differential equation driven by a fractional Brow- nian motion with Hurst parameter H > ...for stochastic delay differential equations with hereditary drift driven by a fractional ... See full document
8
Almost sure exponential stability of stochastic differential delay equations
... unstable differential equation ˙ x(t) = αx(t), we see that it is the stochastic feedback control σx(t)dB (t) that stabilizes the unstable system ˙ x(t) = ...αx(t). Stochastic stabi- lization of ... See full document
16
Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
... moment exponential stability. In the general nonlinear case for (non-hybrid) SDEs it is known that the EM method cannot guarantee to preserve exponential mean-square stability, even for ... See full document
21
Stability of numerical method for semi linear stochastic pantograph differential equations
... of stability are somewhat restrictive as applied to prac- tical ...the exponential Euler method applied to the system for any step-size h > ...the exponential Euler method for semi-linear ... See full document
11
Stability of Exponential Euler Method for Linear Stochastic Delay Differential Equations
... Most stochastic differential equations (SDEs) are nonlinear and cannot be solved explicitly, whence numerical solutions are required in ...to stochastic delay differential ... See full document
6
Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations
... 4. Examples. As pointed out in Section 1, our key aim in this paper is to design a delay feedback control in order to stabilise a given unstable hybrid SDE whose drift and diffusion coefficients are highly ... See full document
15
Improved Exponential Stability Analysis of Certain Nonlinear Neutral Differential Equation with Time-Varying Delays
... In this paper has improved delay-dependent exponential stability for nonlinear neutral differential equations with dis- crete time-varying delays. From information given above, ... See full document
5
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
... d[x(t) − D(x(t − τ ))] = f(x(t), x(t − τ ), t)dt + g(x(t), x(t − τ ), t)dB(t). (1.1) Kolmanovskii and Nosov [13] not only established the theory of existence and uniqueness of the solution to Eq. (1.1) but also ... See full document
23
Convergence and stability of the exponential Euler method for semi linear stochastic delay differential equations
... Most stochastic dif- ferential equations (SDEs) are nonlinear and cannot be solved explicitly, whence numerical solutions are required in ...moment exponential stability in the ... See full document
19
Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
... asymptotic stability of SDEs, including SDDEs and ...of stochastic difference equations and [31] examined almost sure stability of the stochastic theta methods of linear ...asymptotic ... See full document
22
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
... and stability of solution for SDEs under the local Lipschitz ...of stochastic differential delay equations (SDDEs) and obtain the almost sure asymptotic stability of solution to ...asymptotic ... See full document
27
Delay-dependent exponential stability of neutral stochastic delay systems
... with neutral func- tional differential equations that include neutral delay differen- tial ...called neutral-type systems or neutral ...deterministic neutral systems have ... See full document
6
Existence and exponential stability in the pth moment for impulsive neutral stochastic integro differential equations driven by mixed fractional Brownian motion
... and exponential stability in the pth moment of mild solution of impulsive neutral stochastic integro-differential equations driven by fractional Brownian motion and standard Brownian ... See full document
19
Almost sure exponential stability of numerical solutions for stochastic delay differential equations
... the stochastic ver- sions of the LaSalle theorem, from which follows the almost sure asymptotic stability of SDEs and ...the stability of stochastic difference equations has been exam- ... See full document
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