Stability in Probability of Nonlinear Stochastic Volterra Difference Equations with Continuous Variable

Abstract

The general method of Lyapunov functionals construction, that was proposed by Kolmanovskii and Shaikhet and successfully used already for functional-differential equations, difference equations with discrete time, difference equations with continuous time, and is used here to investigate the stability in probability of nonlinear stochastic Volterra difference equations with continuous time. It is shown that the investigation of the stability in probability of nonlinear stochastic difference equation with order of nonlinearity more than one can be reduced to investigation of the asymptotic mean square stability of the linear part of this equation.     

Stability of Stochastic Delay Evolution Equations with Monotone Nonlinearity

In this paper, we consider the exponentially asymptotic stability of the mild solutions of semilinear stochastic delay evolution equations of monotone type. An Itô-type inequality is our main tool to study the stability in the p-th moment and almost sure sample-path stability of the mild solutions. At last, we give some examples to illustrate the applications of the theorems.     

Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem

In this article, we discuss the existence of multiple solutions to a one-dimensional stochastic differential delay equation with continuous drift coefficients and derive a related comparison theorem.     

随机延迟微分方程的Milstein方法的非线性均方稳定性

本文针对一般的非线性随机延迟微分方程,证明了当系统理论解满足均方稳定性条件时,则当方程的漂移和扩散项满足一定的条件时,Milstein方法也是均方稳定的.数学实验进一步验证了我们的结论.     

双参数带跳随机微分方程解的连续逼近

本文我们用逐次逼近的方法研究双参数带跳随机微分方程解的存在性和轨道唯一性.     

Numerical Solutions of Stochastic Differential Delay Equations with Jumps

Abstract

In this article, we investigate the strong convergence of the Euler–Maruyama method and stochastic theta method for stochastic differential delay equations with jumps. Under a global Lipschitz condition, we not only prove the strong convergence, but also obtain the rate of convergence. We show strong convergence under a local Lipschitz condition and a linear growth condition. Moreover, it is the first time that we obtain the rate of the strong convergence under a local Lipschitz condition and a linear growth condition, i.e., if the local Lipschitz constants for balls of radius R are supposed to grow not faster than log R.     

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.     

带Poisson跳随机微分方程终值与边值问题的适应解

Poisson跳的拟线性倒向随机微分方程x(t) ∫tf(s,x(s),,x(s)) y(s)]dMs =ξ,t∈[0,1],这里M = (W,Q)T,其中W为Wiener过程,Q为补偿Poisson过程.利用区间延拓和 Bihari 不等式证明了在某种弱于Lipschitz条件下方程存在唯一适应解,并给出了解的估计,从而将文章[1]的结论推广到带 Poission 跳的情形.另外,本文还讨论了以下形式的边值问题:dx(t) = f(t,x(t),y(t))dt y(t)dMt,Ax(0) Bx(1) =ξ*,t∈[0,1],并证明了在Lipschitz条件下适应解的存在唯一性.     

Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

Abstract

In this note, we address the question of how large a stochastic perturbation an asymptotically stable linear functional differential system can tolerate without losing the property of being pathwise asymptotically stable. In particular, we investigate noise perturbations that are either independent of the state or influenced by the current and past states. For perturbations independent of the state, we prove that the assumed rate of fading for the noise is optimal.     

Stability of Semilinear Delay Equations with Positive Solutions

We prove stability for a semilinear delay equation, whose nonlinearity is majorized by a linear positive operator. The key ingredients are a spectral condition, positivity of solutions to the linear problem, and lattice properties of the Banach space.     

具变系数时滞微分方程解的振动性

研究了时滞微分方程解的振动性，其中P（t）、τ（t）非负连续．我们证明了：如果对充分大的，且，则方程（*）每一解振动．该结论改进和推广了许多已知结果．     

随机时滞神经网络系统指数稳定性的新判定准则(英文)

本文主要研究了一类随机时滞神经网络的稳定性条件.利用随机分析技巧和不动点原理,建立了一个关于随机时滞神经网络指数稳定性判定的新的准则.     

具非线性对流项扩散方程的源型解

研究主部为热传导算子的拟线性抛物型方程Cauchy问题:u_t=u_(xx) (u~n)_x,(x,t)∈S=R×(0,∞),u(x,0)=δ(x),x∈■在一维情形下源型解的存在性,唯一性,不存在性,解的渐近性和相似源型解等问题.在研究过程中,找到了一个n的临界值,即n_0=3.当0≤n相似文献   

基于一类时滞不等式的时滞微分方程的渐近稳定性

利用Lyapunov的方法讨论了时滞微分方程x.(t)=f(t,x(t),x(t-τ(t)))的全局指数渐近稳定性和全局渐近稳定性.     

Hopfield型时滞神经网络的指数稳定性

研究了Ｈｏｐｆｉｅｌｄ型随机时滞神经网络ｄｘ（ｔ）＝［－Ａｘ（ｔ）＋Ｂσ（ｘ（ｔ一τ））］ｄｔ＋ｆ（ｔ．ｘ（ｔ）,Ｘ（ｔ—τ））ｄｗ（ｔ）的均方指数稳定性与几乎必然指数稳定性．应用Ｌａｙａｐｕｎｏｖ函数与鞅不等式,建立了这种随机时滞神经网络指数稳定的时滞相关的充分条件．文献中某些关于确定性的时滞神经网络ｘ（ｔ）＝－Ａｘ（ｔ）＋Ｂσ（ｘ（ｔ－τ））与神经网络ｘ（ｔ）＝－Ａｘ（ｔ）＋Ｂσ（ｘ（ｔ））的稳定准则是文中的特殊情况．     

Robustness of Pathwise Stability of Semilinear Perturbed Stochastic Evolution Equations

Abstract

The purpose of this paper is to investigate pathwise stability for certain Hilbert space-valued stochastic evolution equations. We are especially interested in the robustness analysis of perturbed stochastic differential equations in infinite dimensions. Sufficient conditions are established to ensure the almost surely stable decay of the given stochastic systems. Lastly, a corollary and corresponding example are studied to illustrate our theory.     

一类随机脉冲泛函微分方程的mild解存在唯一性和稳定性

本文主要讨论了在Banach空间中一类随机脉冲泛函微分方程的mild解存在唯一性和稳定性.     

Strong Solutions of a Class of Stochastic Differential Equations with Jumps

We study a class of stochastic integral equations with jumps under non-Lipschitz conditions. We use the method of Euler approximations to obtain the existence of the solution and give some sufficient conditions for the strong uniqueness.     

Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition

The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only continuity in the arguments corresponding to delays. Furthermore, the rate of convergence is obtained under one-sided and polynomial Lipschitz conditions. Finally, our findings are demonstrated with the help of numerical simulations.