Asymptotic stability of fractional order (1,2] stochastic delay differential equations in Banach spaces

2021 ◽  
Vol 150 ◽  
pp. 111095
Author(s):  
Ajeet Singh ◽  
Anurag Shukla ◽  
V. Vijayakumar ◽  
R. Udhayakumar
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Banach Spaces ◽  
Fractional Order ◽  
Delay Differential Equations ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Delay Differential

scholarly journals Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching

2021 ◽  
Vol 19 (1) ◽  
pp. 614-628
Author(s):  
Xiaozhi Zhang ◽  
Zhangsheng Zhu ◽  
Chenggui Yuan
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Delay Differential Equations ◽  
Sufficient Conditions ◽  
Markovian Switching ◽  
Stability Of Solutions ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
The Stability ◽  
Delay Differential

Abstract The aim of this work is to study the asymptotic stability of the time-changed stochastic delay differential equations (SDDEs) with Markovian switching. Some sufficient conditions for the asymptotic stability of solutions to the time-changed SDDEs are presented. In contrast to the asymptotic stability in existing articles, we present the new results on the stability of solutions to time-changed SDDEs, which is driven by time-changed Brownian motion. Finally, an example is given to demonstrate the effectiveness of the main results.

scholarly journals Almost Surely Asymptotic Stability of Numerical Solutions for Neutral Stochastic Delay Differential Equations

2011 ◽  
Vol 2011 ◽  
pp. 1-11 ◽  
Author(s):  
Zhanhua Yu ◽  
Mingzhu Liu
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Delay Differential Equations ◽  
Numerical Solutions ◽  
Euler Method ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Backward Euler ◽  
Delay Differential ◽  
Theoretical Results

We investigate the almost surely asymptotic stability of Euler-type methods for neutral stochastic delay differential equations (NSDDEs) using the discrete semimartingale convergence theorem. It is shown that the Euler method and the backward Euler method can reproduce the almost surely asymptotic stability of exact solutions to NSDDEs under additional conditions. Numerical examples are demonstrated to illustrate the effectiveness of our theoretical results.

scholarly journals A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations

2013 ◽  
Vol 2013 ◽  
pp. 1-8
Author(s):  
Yanli Zhou ◽  
Yonghong Wu ◽  
Xiangyu Ge ◽  
B. Wiwatanapataphee
Keyword(s):  
Differential Equations ◽  
Delay Differential Equations ◽  
Approximation Scheme ◽  
Jump Diffusion ◽  
Mathematical Finance ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Taylor Approximation ◽  
Wide Range ◽  
Delay Differential

Stochastic delay differential equations with jumps have a wide range of applications, particularly, in mathematical finance. Solution of the underlying initial value problems is important for the understanding and control of many phenomena and systems in the real world. In this paper, we construct a robust Taylor approximation scheme and then examine the convergence of the method in a weak sense. A convergence theorem for the scheme is established and proved. Our analysis and numerical examples show that the proposed scheme of high order is effective and efficient for Monte Carlo simulations for jump-diffusion stochastic delay differential equations.

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