[PDF] Top 20 Almost sure exponential stability of hybrid stochastic functional differential equations

... corresponding hybrid stochastic differential equation (SDE) dy(t) = f (y(t), r(t), t)dt +g(y(t), r(t), t)dB(t) is almost surely exponentially stable, then there exists a positive number τ ∗ such that ... See full document

... on stability and boundedness have received a great deal of ...robust stability of linear delay ...robust stochastic stability of a linear system. In [27], robust stability of uncertain ... See full document

... 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

... includes stochastic differential equations, stochastic delay differential equations, integro-differential equations and those with Markovian ...more ... See full document

... the stability of trivial and numerical solutions for NSFDEs with jumps, although various special cases of such equations have been ...stronger stability, such as exponential stability, ... See full document

... on stability and boundedness have received a great deal of ...robust stability of linear delay ...robust stochastic stability of a linear system. In [27], robust stability of uncertain ... See full document

... neutral stochastic functional differential equations excluding neutral stochastic differential delay equations, but the results obtained in this paper are much more ... See full document

... the exponential stability of highly nonlinear hybrid neutral pantograph stochastic differential ...establish exponential stability criteria for a class of hybrid ... See full document

... 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

... tial stability in the pth moment of mild solutions to neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian ... See full document

... Robust stability has been one of the most popular topics in the study of stochastic functional differential equations with Markovian switching (SFDEwMSs), including stochastic delay ... See full document

... and exponential stability of SFDEs with Markovian switching using the multiple auxiliary functions with constant coefficients but also discuss the almost sure asymptotic ... See full document

... of equations are linear or nonlinear but bounded by linear ...delay-dependent stability criteria for the highly nonlinear SDDEs by the method of Lyapunov ...the stability and boundedness of the ... See full document

... The content of this paper is arranged as follows. In Section 2, some necessary definitions, notations, and lemmas used in this paper will be introduced. In Section 3, by establishing a lemma, some sufficient conditions ... See full document

... all stochastic differential systems are exponentially stable, there are also a lot of stochastic systems which are stable but subject to a lower decay rate other than exponential ...polynomial ... See full document

... impulsive hybrid stochastic systems with bounded time-varying ...the stability for hybrid stochastic ...2, stochastic func- tional differential equations with ... See full document

... The answer to the first question is not positive. In fact we shall show in Section 3 that the EM method CANNOT reproduce the stability characteristic of the SDE (1.1). Our aim in this paper is to seek a positive ... See full document

... the almost sure exponential stability of the exact solution to ...the almost sure exponential stability of the EM approximations in ...the almost sure ... See full document

... dx(t) = f (x(t))dt + g(x(t))dB (t), (1.3) where they showed that under the global Lipschitz condition of the coefficients f and g , the EM approximate solution to the SDE (1.2) is exponentially stable in mean square for ... See full document

... of differential and difference equations into a single set-up, the theory of analysis on time scales has received much attention from many research ...dynamic equations on time scales have been ... See full document