Found 24 Documents (Results 1–24)
Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition. (English) Zbl 1427.60108
Almost sure exponential stability of the split-step backward Euler method for stochastic age-structured population system. (Chinese. English summary) Zbl 1399.65205
Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise. (English) Zbl 1380.34120
Reviewer: Xiaohu Wang (Chengdu)
Almost sure exponential stability of the split-step backward Euler method for stochastic age-dependent capital system. (Chinese. English summary) Zbl 1349.65032
On two multistable extensions of stable Lévy motion and their semi-martingale representations. (English) Zbl 1328.60119
Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation. (English) Zbl 1335.65013
Reviewer: Dominique Lepingle (Orléans)
Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation. (English) Zbl 1334.65020
MSC:
65C30
A semi-discrete scheme for the stochastic Landau-Lifshitz equation. (English) Zbl 1332.35348
Reviewer: Dirk Blömker (Augsburg)
Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in \(\mathbb R^d\) driven by \(L^2\)-martingales. (English) Zbl 1258.39011
Reviewer: Fei Xue (Hartford)
The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth. (English) Zbl 1238.93118
Almost sure asymptotic stability and convergence of stochastic theta methods applied to systems of linear SDEs in \(\mathbb R^d\). (English) Zbl 1268.65009
Nonlinear filtering of semi-Dirichlet processes. (English) Zbl 1201.60036
Reviewer: Mikhail P. Moklyachuk (Kyïv)
LaSalle-type theorems for neutral stochastic functional differential equations. (Chinese. English summary) Zbl 1187.93136
Exponential stability of stochastic differential equation with time-varying delay. (Chinese. English summary) Zbl 1126.60049
Optimal control of ergodic continuous-time Markov chains with average sample-path rewards. (English) Zbl 1116.90108
Evolution stochastic systems. Averaging algorithms and diffusion approximation. (Evolyutsionnye stokhasticheskie sistemy. Algoritmy usredneniya i diffuzionnoj approksimatsii.) (Russian) Zbl 0968.60004
Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya. 33. Kyïv: Instytut Matematyky NAN Ukraïny. 344 p. (2000).
Reviewer: M.P.Moklyachuk (Kyïv)
MSC:
60-02
Random evolutions and their applications. New trends. (English) Zbl 0973.60002
Mathematics and its Applications (Dordrecht). 504. Dordrecht: Kluwer Academic Publishers. xvi, 294 p. (2000).
Reviewer: Renming Song (Urbana)
Monotone structure in discrete-event systems. (English) Zbl 0920.93003
Wiley Series in Probability and Mathematical Statistics. Applied Probability and Statistics. New York, NY: Wiley & Sons. xiii, 297 p. (1994).
The integral inequality and applications to stability theorems of stochastic differential equations with respect to semimartingales. (English) Zbl 0826.60050
Filter Results by …
Document Type
- Journal Articles (21)
- Books (3)
all
top 5
Author
- Jiang, Minghui (3)
- Liao, Xiao Xin (3)
- Shen, Yi (3)
- Deng, Feiqi (2)
- Schurz, Henri (2)
- Swishchuk, Anatoliy (2)
- Zhang, Qimin (2)
- Zhou, Shaobo (2)
- Aksamit, Anna (1)
- Alouges, François (1)
- Cao, Xiren (1)
- Choulli, Tahir (1)
- de Bouard, Anne (1)
- Fang, Zheng (1)
- Glasserman, Paul (1)
- Guo, Xianping (1)
- Ha, Jincai (1)
- Hocquet, Antoine (1)
- Hou, Ting (1)
- Hu, Ze-Chun (1)
- Jeanblanc, Monique (1)
- Korolyuk, Volodymyr Semenovych (1)
- Le Guével, Ronan (1)
- Lévy Véhel, Jacques (1)
- Li, Mengling (1)
- Liu, Lei (1)
- Liu, Lining (1)
- Liu, Linna (1)
- Lv, Shuting (1)
- Ma, Zhi-Ming (1)
- Mackevičius, Vigirdas (1)
- McKeague, Ian W. (1)
- Shen, Fangfang (1)
- Sheng, Yi (1)
- Sun, Wei (1)
- Taniguchi, Takeshi (1)
- Utikal, Klaus J. (1)
- Xie, Songfa (1)
- Xin, Zhixian (1)
- Yao, David D. W. (1)
all
top 5
Serial
- Appl. Math. Comput. (2)
- J. Math. Anal. Appl. (1)
- Ann. Stat. (1)
- Calcolo (1)
- SIAM J. Control Optim. (1)
- Appl. Math. Mech., Engl. Ed. (1)
- Math. Pract. Theory (1)
- J. Theor. Probab. (1)
- Stochastic Processes Appl. (1)
- Ann. Inst. Henri Poincaré, Probab. Stat. (1)
- Stochastics Stochastics Rep. (1)
- Random Oper. Stoch. Equ. (1)
- J. Difference Equ. Appl. (1)
- Electron. J. Probab. (1)
- Math. Finance (1)
- Control Theory Appl. (1)
- J. Henan Norm. Univ., Nat. Sci. (1)
- Math. Appl., Dordr. (1)
- Nonlinear Anal., Hybrid Syst. (1)
- Chin. J. Eng. Math. (1)
- Stoch. Partial Differ. Equ., Anal. Comput. (1)
- Wiley Ser. Probab. Math. Stat. (1)
Software
- feeLLGood (1)
