Found 122 Documents (Results 1–100)
On the qualitative behaviors of stochastic delay integro-differential equations of second order. (English) Zbl 1540.45015
Hybrid stochastic functional differential equations with infinite delay: approximations and numerics. (English) Zbl 1540.60117
On the properties of solutions for nonautonomous third-order stochastic differential equation with a constant delay. (English) Zbl 1506.34105
Asymptotic mean-square boundedness of the numerical solutions for stochastic complex-valued neural networks with jumps. (English) Zbl 1527.93424
The \(\mathcal{H}_2\)-optimal control problem of CSVIU systems: discounted, counterdiscounted, and long-run solutions. (English) Zbl 1498.93775
Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise. (English) Zbl 1492.60204
Strong convergence of the Euler-Maruyama method for a class of stochastic Volterra integral equations. (English) Zbl 1499.65342
Stabilization by variable-delay feedback control for highly nonlinear hybrid stochastic differential delay equations. (English) Zbl 1480.93321
Stabilization and destabilization of hybrid systems by periodic stochastic controls. (English) Zbl 1478.93716
Exponential mean-square stability properties of stochastic linear multistep methods. (English) Zbl 1496.65007
Reviewer: Rózsa Horváth-Bokor (Budakalász)
Ulam-Hyers stability of Caputo type fractional stochastic neutral differential equations. (English) Zbl 1458.34011
Stochastic sliding mode control of active vehicle suspension with mismatched uncertainty and multiplicative perturbations. (English) Zbl 07879342
MSC:
93-XX
Stabilization and destabilization of nonlinear stochastic differential delay equations. (English) Zbl 1490.60180
Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations. (English) Zbl 1469.65028
Full state constraints-based adaptive tracking control for uncertain nonlinear stochastic systems with input saturation. (English) Zbl 1441.93144
Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations. (English) Zbl 1459.65012
Reviewer: Melvin D. Lax (Long Beach)
Advances in stabilization of hybrid stochastic differential equations by delay feedback control. (English) Zbl 1456.60148
Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control. (English) Zbl 1430.93166
Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps. (English) Zbl 1429.65258
Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems. (English) Zbl 1410.93135
The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump. (English) Zbl 1407.34113
Reviewer: Xiaohu Wang (Chengdu)
A note on the stationary distribution of stochastic SIS epidemic model with vaccination under regime switching. (English) Zbl 1492.92093
Asymptotic mean-square boundedness of the numerical solutions of stochastic age-dependent population equations with Poisson jumps. (English) Zbl 1426.92061
MSC:
92D25
Event-triggered adaptive tracking control for a class of uncertain stochastic nonlinear systems with Markov jumping parameters. (English) Zbl 1407.93169
Mean square asymptotic stability in nonlinear stochastic neutral Volterra-Levin equations with Poisson jumps and variable delays. (English) Zbl 1395.45014
Structured robust stability and boundedness of nonlinear hybrid delay systems. (English) Zbl 1394.93343
Reviewer: Nikolaos Halidias (Athens)
Asymptotical stability of differential equations driven by Hölder continuous paths. (English) Zbl 1452.37060
\(V\)-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear sdes. (English) Zbl 1380.65020
Almost sure exponential stability of hybrid stochastic functional differential equations. (English) Zbl 1380.34121
Reviewer: Xiaohu Wang (Chengdu)
Stabilization of hybrid systems by feedback control based on discrete-time state and mode observations. (English) Zbl 1386.93238
The partially truncated Euler-Maruyama method and its stability and boundedness. (English) Zbl 1358.65008
A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations. (English) Zbl 1345.60066
Almost sure exponential stability of stochastic differential delay equations. (English) Zbl 1343.60072
Synchronization for complex networks with Markov switching via matrix measure approach. (English) Zbl 1443.93015
Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients. (English) Zbl 1410.34175
Stability of non-densely defined semilinear stochastic evolution equations with application to the stochastic age-structured model. (English) Zbl 1358.37093
Stabilization of hybrid systems by feedback control based on discrete-time state observations. (English) Zbl 1337.60133
Numerical stationary distribution and its convergence for nonlinear stochastic differential equations. (English) Zbl 1310.65009
A partial history of the early development of continuous-time nonlinear stochastic systems theory. (English) Zbl 1364.93866
Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients. (English) Zbl 1318.37029
Reviewer: Elisa Alòs (Barcelona)
Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations. (English) Zbl 1297.93176
Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching. (English) Zbl 1290.93204
Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps. (English) Zbl 1291.65022
Delay geometric Brownian motion in financial option valuation. (English) Zbl 1291.60122
Reviewer: Nikolaos Halidias (Athens)
MSC:
60H10
The improved LaSalle-type theorems for stochastic differential delay equations. (English) Zbl 1248.60065
The SIS epidemic model with Markovian switching. (English) Zbl 1271.92030
Reviewer: Fuke Wu (Wuhan)
Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift. (English) Zbl 1246.65010
Reviewer: Melvin D. Lax (Long Beach)
Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations. (English) Zbl 1232.60046
Reviewer: Toader Morozan (Bucureşti)
Attraction, stability and robustness for stochastic functional differential equations with infinite delay. (English) Zbl 1241.60028
Reviewer: Romeo Negrea (Timisoara)
The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points. (English) Zbl 1215.34100
Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions. (English) Zbl 1215.65015
Reviewer: Dominique Lepingle (Orléans)
Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations. (English) Zbl 1227.65012
Reviewer: Georgiy Shevchenko (Kiev)
Almost sure weak exponential stability with a certain decay function of semilinear stochastic evolution equations. (English) Zbl 1209.60035
Reviewer: Kai Liu (Liverpool)
Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay. (English) Zbl 1223.93096
Fixed points and exponential stability for stochastic Volterra-Levin equations. (English) Zbl 1197.60053
Reviewer: Andrew Dale (Durban)
Attraction and stability for neutral stochastic functional differential equations. (English) Zbl 1212.60094
Asymptotic stability of stochastic differential equations driven by Lévy noise. (English) Zbl 1185.60058
Stochastic population systems. (English) Zbl 1180.92071
Reviewer: Andrew Dale (Durban)
Noise suppresses exponential growth under regime switching. (English) Zbl 1173.60024
Reviewer: Toader Morozan (Bucureşti)
Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump. (English) Zbl 1151.65311
Stabilisation of hybrid stochastic differential equations by delay feedback control. (English) Zbl 1149.93027
Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations. (English) Zbl 1141.65006
Reviewer: Dominique Lepingle (Orléans)
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. (English) Zbl 1137.65007
Reviewer: Jialin Hong (Beijing)
On the notion of weak stability and related issues of hybrid diffusion systems. (English) Zbl 1118.93357
Stabilization and destabilization of hybrid systems of stochastic differential equations. (English) Zbl 1111.93082
Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations. (English) Zbl 1114.65005
Reviewer: Grigori N. Milstein (Ekaterinburg)
Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales. (English) Zbl 1121.60065
Reviewer: Evelyn Buckwar (Berlin)
New criteria on exponential stability of neutral stochastic differential delay equations. (English) Zbl 1100.93048
MSC:
93E15
Mean square stability of stochastic Volterra integro-differential equations. (English) Zbl 1129.34332
The improved LaSalle-type theorems for stochastic functional differential equations. (English) Zbl 1090.60059
Reviewer: George Stoica (Saint John)
MSC:
60H20
Razumikhin method and exponential stability of hybrid stochastic delay interval systems. (English) Zbl 1127.60072
Convergence dynamics of stochastic reaction-diffusion recurrent neural networks with delays. (English) Zbl 1092.35530
Robust integral sliding mode control for uncertain stochastic systems with time-varying delay. (English) Zbl 1093.93027
On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations. (English) Zbl 1080.60059
Reviewer: Tran Nhu Pham (Hanoi)
Numerical approximations for nonlinear stochastic systems with delays. (English) Zbl 1140.93497
Reviewer: Wiesław Kotarski (Sosnowiec)
Delay population dynamics and environmental noise. (English) Zbl 1093.60033
Reviewer: Carlos A. Braumann (Évora)
Numerical methods for nonlinear stochastic differential equations with jumps. (English) Zbl 1186.65010
Stochastic differential delay equations of population dynamics. (English) Zbl 1062.92055
Reviewer: Evelyn Buckwar (Berlin)
Stability in distribution of numerical solutions for stochastic differential equations. (English) Zbl 1071.60062
Reviewer: Evelyn Buckwar (Berlin)
Robustness of pathwise stability of semilinear perturbed stochastic evolution equations. (English) Zbl 1067.60055
Reviewer: Henri Schurz (Carbondale)
Exponential mean-square stability of numerical solutions to stochastic differential equations. (English) Zbl 1055.65009
Neutral stochastic differential delay equations with Markovian switching. (English) Zbl 1025.60028
Reviewer: Evelyn Buckwar (Berlin)
Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. (English) Zbl 1056.93069
Reviewer: Leslaw Socha (Warsaw)
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