[PDF] Top 20 Almost sure exponential stability of numerical solutions for stochastic delay differential equations
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Almost sure exponential stability of numerical solutions for stochastic delay differential equations
... almost sure exponential stability of the EM scheme for the SDDEs ...of stochastic stability of the EM scheme ...LaSalle-type stability as Mao did for the true ... See full document
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Almost sure exponential stability of an explicit stochastic orthogonal Runge Kutta Chebyshev method for stochastic delay differential equations
... dy = f y(t), y(t – τ ) dt + g y(t), y(t – τ ) dw(t) (.) for every t ≥ . Here time delay τ > . The initial function y(t) = ψ (t) when t ∈ [–τ , ]. We further assume that the initial data is independent of ... See full document
8
Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
... the almost sure asymptotic stability of SDEs, including SDDEs and ...of stochastic difference equations and [31] examined almost sure stability of the ... See full document
22
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 ...practice. Numerical solutions to SDEs ... See full document
19
Stability of Exponential Euler Method for Linear Stochastic Delay Differential Equations
... Mao, Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions, Applied Mathematics and Computation, 217(2011), ...and ... See full document
6
Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
... pantograph stochastic differential equations(PSDEs) are special SDDEs that have unbounded delays (see ...On stability of a PSDE, [1] investigated the growth and decay rates of special scalar ... See full document
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Almost Sure Exponential Stability of Nonlinear Stochastic Delayed Systems with Markovian Switching and L´evy Noises
... the almost sure exponential stability of nonlinear stochastic delayed systems with Markovian switching and L´evy ...L´evy stochastic integral, we propose the sufficient ... See full document
8
On pth moment exponential stability of stochastic differential equations with Markovian switching and time varying delay
... time-varying delay under the follow- ing assumptions: the delay functions are differentiable and the corresponding derivatives are simultaneously required to be not greater than ... See full document
11
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
... and stability of SDEs with jumps have been studied intensively for many ...explicit solutions can hardly be obtained for SDEs with ...appropriate numerical schemes such as the Euler (or ... See full document
27
Stabilisation of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
... for stochastic differential equations with Marko- vian switching was initialled by Mao ...time delay in the control function. Therefore, the time delay is taken into account for the ... See full document
15
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations
... the almost sure stability of the EM method with random variable ...the numerical almost sure stability are proposed, which enable the EM method with random variable ... See full document
24
Existence and exponential stability of pseudo almost periodic solutions for impulsive nonautonomous partial stochastic evolution equations
... differential equations has become an active area of in- vestigation due to their applications in fields such as mechanics, electrical engineering, medicine biology (see ...and stability of almost ... See full document
37
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
... Many dynamical systems not only depend on present and past states but also involve derivatives with delays. Hale and Lune [7] have studied deterministic neutral differential delay equations (NDDEs) ... See full document
23
Numerical solution of stochastic state dependent delay differential equations: convergence and stability
... mean-square stability of the split-step backward Euler method to linear SDDEs with constant lag and took the stepsize as a multiplier of ...time-dependent delay where a piecewise linear interpolation is ... See full document
34
Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
... the exponential stability in the pth moment of mild solutions to impulsive stochastic neutral partial differential equations with ...the stability of the impulsive ... See full document
9
Almost periodic solutions of partial differential equations with delay
... differential equations (abbreviated, ARFDE) arise in many areas of applied mathematics, this type of equations has received much attention in recent years ...and numerical methods for equa- tions ... See full document
15
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 ... See full document
8
Global asymptotic stability of solutions of cubic stochastic difference equations
... the almost sure global asymptotic stability of solutions of these DSDEs ...to numerical methods for related continuous-time stochastic differential equations (CSDEs) as its ... See full document
12
Almost sure exponential stability of hybrid stochastic functional differential equations
... is almost surely exponentially stable, so is the SDDE ...taken almost 20 years to make these progresses in this area is because SFDEs (including SDDEs) are infinite-dimensional systems which are significantly ... See full document
19
The almost sure stability of coupled system of stochastic delay differential equations on networks
... One of the important issues in the study of coupled systems is the automatic control with consequent emphasis being placed on the analysis of stability. In this paper, we will mainly discuss the almost ... See full document
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