关于运用Liapunov函数的滞后型系统部分稳定性的注释

Sufficient conditions for the stability with respect to part of the functional differential equation variables are given. These conditions utilize Lyapunov functions to determine the uniform stability and uniform asymptotic stability of functional differential equations. These conditions for the partial stability develop the Razumikhin theorems on uniform stability and uniform asymptotic stability of functional differential equations. An example is presented which demonstrates these results and gives insight into the new stability conditions.     

A PRIORI BOUNDS FOR PERIODIC SOLUTIONS TO A FUNCTIONAL DIFFERENTIAL EQUATION WITH DELAY

A priori bounds are established for periodic solutions to a functional differential equation with delay.By means of these bounds,an existence theorem for periodic solutions is obtained using Mawhin’s continuation theorem.Our work generalizes the known result.     

EXISTENCE OF MILD SOLUTIONS TO NEUTRAL FRACTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

In this paper, we consider the existence of mild solution to a class of neutral fractional differential equations with infinite delay. By means of fixed points methods, we obtain some sufficient conditions for the existence and uniqueness of mild solutions, which extend some known results.     

A Note on a Functional Differential Equation with State Dependent Argument

This paper is concerned with solutions of a functional differential equation.Using Krasnoselskii's fixed point theorem,the solutions can be obtained from periodic solutions of a companion equation.     

One-dimensional heat equation with discontinuous conductance

We study a second-order parabolic equation with divergence form elliptic operator,having a piecewise constant diffusion coefficient with two points of discontinuity.Such partial differential equations appear in the modelization of diffusion phenomena in medium consisting of three kinds of materials.Using probabilistic methods,we present an explicit expression of the fundamental solution under certain conditions.We also derive small-time asymptotic expansion of the PDE’s solutions in the general case.The obtained results are directly usable in applications.     

一类泛函数微分方程的周期解的存在性(英文)

In this paper,a kind of high order functional differential equation is considered.By using the theory of concidence degree,a sufficient condition of existence of at least one 2π-period solution is obtained.     

EXISTENCE OF PERIODIC SOLUTIONS TO A KIND OF n-ORDER NEUTRAL FUNCTIONAL DIFFERENTIAL EQUATION

By means of the continuation theorem of coincidence degree theory, we study a kind of n-order neutral functional differential equation. Some new results on the existence of periodic solutions are obtained.     

Existence of homoclinic solutions for a class of neutral functional differential equations

By means of Mawhin’s continuation theorem and some analysis methods, the existence of 2kT-periodic solutions is studied for a class of neutral functional differential equations, and then a homoclinic solution is obtained as a limit of a certain subsequence of the above periodic solutions set.     

非线性分数阶微分方程Robin型边值问题

In this paper,the existence and multiplicity of positive solutions for Robin type boundary value problem of differential equation involving the Riemann-Liouville fractional order derivative are established.     

EXISTENCE AND UNIQUENESS OF PERIODIC SOLUTION TO A CLASS OF HIGHER DIMENSIONAL FUNCTIONAL DIFFERENTIAL EQUATIONS

In this paper,using fixed point method,we discuss the problem of periodic solution to a class of higher dimensional functional differential equation.Our results extend and improve some results of the previous researches.     

Doubly Perturbed Neutral Stochastic Functional Equations Driven by Fractional Brownian Motion

In this paper, we study a class of doubly perturbed neutral stochastic functional equations driven by fractional Brownian motion. Under some non-Lipschitz conditions, we will prove the existence and uniqueness of the solution to these equations by providing a semimartingale approximation of a fractional stochastic integration.     

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

Abstract

We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H > 1/2 and a multidimensional standard Brownian motion. The proof relies on some a priori estimates, which are obtained using the methods of fractional integration and the classical Itô stochastic calculus. The existence result is based on the Yamada–Watanabe theorem.     

Global Attractiveness and Quasi-Invariant Sets of Impulsive Neutral Stochastic Functional Differential Equations Driven by Tempered Fractional Brownian Motion

In this paper, we are concerned with a class of impulsive neutral stochastic functional different equations driven by tempered fractional Brownian motion in the Hilbert space. We obtain the global attracting and quasi-invariant sets of the considered equations driven by tempered fractional Brownian motion B^α,λ(t) with 0<α<1/2 and λ>0. In particular, we give some sufficient conditions which ensure the exponential decay in the p-th moment of the mild solution of the considered ...     

Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion

In this paper, we study a new class of equations called mean-field backward stochastic differential equations(BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H 1/2. First, the existence and uniqueness of this class of BSDEs are obtained. Second, a comparison theorem of the solutions is established. Third, as an application, we connect this class of BSDEs with a nonlocal partial differential equation(PDE, for short), and derive a relationship between the fractional mean-field BSDEs and PDEs.     

Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion

Abstract

We investigate the asymptotic properties of instrumental variable estimators of the drift parameter for stochastic processes satisfying linear stochastic differential equations driven by fractional Brownian motion.     

Neutral Stochastic Integrodifferential Equations Driven by a Fractional Brownian Motion with Impulsive Effects and Time-varying Delays

This paper deals with the existence,uniqueness and asymptotic behaviors of mild solutions to neutral stochastic delay functional integrodifferential equations with impulsive effects, perturbed by a fractional Brownian motion B ^H , with Hurst parameter \({H \in (\frac{1}{2},1)}\). We use the theory of resolvent operators developed in Grimmer (Trans Am Math Soc 273(1982):333–349, 2009) to show the existence of mild solutions. An example is provided to illustrate the results of this work.     

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In this article, using the limit theory of martingales, we study the moderate deviation for maximum likelihood estimator of unknown parameter in the stochastic partial differential equation driven by additive fractional Brownian motion with Hurst parameter, and the rate function can be calculated. Moreover, we apply our main result to several examples.     

Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion

Abstract

Linear and semilinear stochastic evolution equations with additive noise, where the forcing term is an infinite dimensional fractional Brownian motion are studied. Under usual dissipativity conditions the equations are shown to define random dynamical systems which have unique, exponentially attracting fixed points. The results are applied to stochastic parabolic PDE's. They are also applicable to standard finite-dimensional dissipative stochastic equation driven by fractional Brownian motion.     

Multivalued Stochastic Differential Equations with Non-Lipschitz Coefficients

The existence and uniqueness of solutions to the multivalued stochastic differential equations with non-Lipschitz coefficients are proved, and bicontinuous modifications of the solutions are obtained.     

Existence and Uniqueness of Solutions to Time-delays Stochastic Fractional Differential Equations with Non-Lipschitz Coefficients

In this paper, we consider the existence and uniqueness of solutions to time-varying delays stochastic fractional differential equations (SFDEs) with non-Lipschitz coefficients. By using fractional calculus and stochastic analysis, we can obtain the existence result of solutions for stochastic fractional differential equations.