[PDF] Top 20 Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition
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Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition
... Deterministic neutral functional dif- ferential equations (NFDEs) are often used to describe such ...the neutral stochastic functional differential equations (NSFDEs) and ... See full document
24
Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
... Poisson jumps are an important type of stochastic system model, and their stability analysis has attracted considerable attention in recent ...most stochastic systems cannot be solved explicitly, the ... See full document
16
Numerical solutions of neutral stochastic functional differential equations with Markovian switching
... for neutral stochastic delay differential equations with Markovian switching (NSDDEwMSs) were discussed in [5, 13], ...for stochastic delay differential equations with Markovian switching ... See full document
25
Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
... In this paper, we are concerned with neutral stochastic functional differen- tial equations driven by pure jumps (NSFDEwPJs). We prove the existence and uniqueness of the solution to ... See full document
28
Approximate solutions of hybrid stochastic pantograph equations with Levy jumps
... with jumps is in its infancy [17–20], and there is no research on the numerical solutions to SPEs with Markovian switching and Levy jumps ...and Levy jumps ...solutions under ... See full document
16
Numerical solutions of neutral stochastic functional differential equations
... C([−τ, 0]; R n )-valued random variable such that E kξk p < ∞ for some p ≥ 2. Our main aim is to extend the method developed by [16] and [17] to NSFDEs and study strong convergence for the Euler–Maruyama numerical ... See full document
20
Existence and stability of solutions to non linear neutral stochastic functional differential equations in the framework of G Brownian motion
... as stochastic dynamical ...that, under the contractive condition, the weakened linear growth condition and the non-Lipschitz condition, a neutral stochastic ... See full document
14
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
... scholars under the Khasminskhii-type ...SDEs under the local Lipschitz ...of stochastic differential delay equations (SDDEs) and obtain the almost sure asymptotic stability of ... See full document
27
Existence, Uniqueness and Stability of Neutral Stochastic Functional Integro differential Evolution Equations with Infinite Delay
... Neutral stochastic differential equation occurs in many areas of science and engineering have attain much attention in the past ...integro-differential equations has wide ap- plications ... See full document
7
Stability of highly nonlinear neutral stochastic differential delay equations
... the local Lipschitz condition and the linear growth condition (see, ...the local Lipschitz ...growth condition instead of the linear growth ... See full document
7
Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps
... schitz condition [8] or non-Lipschitz condition [9, ...perturbed stochastic differential equations under some weaker con- ...the local non-Lipschitz ... See full document
19
On neutral impulsive stochastic differential equations with Poisson jumps
... with jumps. Subsequently, SDEs with Poisson jumps were established by few authors; for example, Wang et ...them under a local non-Lipschitz condition, Cui and Yan [8] ... See full document
17
The p th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition
... coefficients to satisfy the polynomial growth condition and the local Lipschitz condition. The solution of system () may explode at a finite time, so it is important to examine the existence and ... See full document
24
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
18
Existence, uniqueness and stability results for impulsive stochastic functional differential equations with infinite delay and poisson jumps
... impulsive stochastic functional differential equations with infinite delay and Poisson jumps under non-Lipschitz condition with Lipschitz condition ... See full document
7
Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
... uniformly Lipschitz continuous, or they are locally Lipschitz continuous and satisfy the linear-growth ...condition. Under these hypotheses, Kolmanovskii and Nosov [8] showed that there is a ... See full document
14
Existence, uniqueness and stability of the solution to neutral stochastic functional differential equations with infinite delay under non Lipschitz conditions
... For neutral stochastic functional differential equations with infinite delay (INSFDEs in short), in , Zhou et ...INSFDEs under uniform Lipschitz condition. In , ... See full document
12
Extinction and persistence of a stochastic SIS epidemic model with vertical transmission, specific functional response and Levy jumps
... a stochastic SIS epidemic model with vertical transmis- sion and specific functional response which is perturbed by both Gaussian white noise and L´evy jump ...The functional response used in this ... See full document
15
Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm
... fractional neutral stochastic differential equations driven by fractional Brownian motion with infinite delay in a Hilbert ...theorem, stochastic calculus and the methods adopted ... See full document
15
Convergence and stability of stochastic parabolic functional differential equations
... years, stochastic parabolic partial differential equations have received a great deal of attention due to their important applications in biological, control engineering, economics, physics, social sciences, ... See full document
12
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