[PDF] Top 20 Almost Sure Exponential Stability of Stochastic Differential Delay Equations on Time Scales
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Almost Sure Exponential Stability of Stochastic Differential Delay Equations on Time Scales
... 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 ... See full document
12
Almost sure exponential stability of stochastic differential delay equations
... the almost sure exponential stability of discrete-time or partial discrete-time SDEs has recently been discussed by several ...the almost sure exponential ... See full document
16
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
16
Almost sure exponential stabilization by discrete-time stochastic feedback control
... deterministic differential equations has been studied by many authors (see ...the almost surely stochastic stabilization problem ...the stability of the linear system ... See full document
6
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations
... the almost sure stability of the true solution using this method with the semimartingale convergence ...the time variable is a stopping time, and only when this is true the rest of our ... See full document
24
On pth moment exponential stability of stochastic differential equations with Markovian switching and time varying delay
... time-varying delay. By using the Lyapunov function, the stochastic analysis technique and the generalized Halanay inequality, some novel sufficient conditions on pth moment exponential ... See full document
11
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
Stability of Exponential Euler Method for Linear Stochastic Delay Differential Equations
... of stochastic differential delay equations under the generalized Khasminskii-type conditions, Applied Mathematics and Computation, 217(2011), ...and stability of Euler method for ... See full document
6
Exponential stability of fractional stochastic differential equations with distributed delay
... This paper is organized as follows: In Section , the explicit form of solution to the retarded SDE with an fBm is given. In Section , asymptotic behavior of the solution is provided, and sufficient conditions are derived ... See full document
8
On the Perron Effect for Exponential Stability of Differential Systems on Time Scales
... dynamic equations on time scales was introduced by Stefan Hilger [2] in order to unify and extend results of differential equations, difference equations, q-difference ... See full document
9
Delay-dependent exponential stability of neutral stochastic delay systems (vol 54, pg 147, 2009)
... functional differential equations that include neutral delay differential equations ...As stochastic modelling has come to play an important role in many branches of science and ... See full document
6
New delay range dependent exponential stability criteria for certain neutral differential equations with interval discrete and distributed time varying delays
... of exponential stability criteria for CNDE with discrete and distributed time-varying ...The time-varying delays are assumed to belong to the given lower and upper bound delays and ... See full document
18
Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching
... 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
17
Almost Sure Exponential Stability of Nonlinear Stochastic Delayed Systems with Markovian Switching and L´evy Noises
... Nowadays, stability analysis for jump diffusion systems with Markovian switching( [7], [14], [15], [19], [22], [27]) or hybrid systems with jump( [25]) tends to be a new research ...hand, time delays, which ... See full document
8
On the almost sure running maxima of solutions of affine stochastic functional differential equations
... Linear stochastic delay difference equations are commonly seen in the time series modelling of interest rates and volatilities in inefficient markets, in which historical information is ... See full document
33
Convergence and stability of the exponential Euler method for semi linear stochastic delay differential equations
... By Ito’s formula and the delay term of the equation, we give the proof of Theorem .. The highlight of the proof is that we give the mean square boundedness of the solution to the equation by dividing the ... See full document
19
Almost sure exponential stability of hybrid stochastic functional differential equations
... We do not know if (3.2) is equivalent to (3.4) under this assumption yet. In this paper, we will show that condition (2.3) and Assumptions 3.1 and 3.2 are sufficient to guarantee the almost sure ... See full document
19
Almost sure exponential stability of an explicit stochastic orthogonal Runge Kutta Chebyshev method for stochastic delay differential equations
... about almost sure stabil- ity of Runge-Kutta type methods for SDDEs, and nearly all existing results concerned with Euler-Maruyama type ...the almost sure stability of the S-ROCK method ... See full document
8
Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
... of stochastic functional differential equations (SFDEs) can share the almost sure exponential stability of the exact ... See full document
22
The almost sure stability of coupled system of stochastic delay differential equations on networks
... The paper is organized as follows: in Section , we prepare some notations and lem- mas to be used. In Section we discuss the existence of solution and its uniqueness. In Section , we give the sufficient conditions for ... See full document
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