scholarly journals On the stability of solutions to conformable stochastic differential equations

2020 ◽  
Vol 21 (1) ◽  
pp. 509
Author(s):  
Guanli Xiao ◽  
JinRong Wang
2021 ◽  
Vol 26 (4) ◽  
pp. 581-596
Author(s):  
Guanli Xiao ◽  
JinRong Wang

In this paper, we study the stability of Caputo-type fractional stochastic differential equations. Stochastic stability and stochastic asymptotical stability are shown by stopping time technique. Almost surly exponential stability and pth moment exponentially stability are derived by a new established Itô’s formula of Caputo version. Numerical examples are given to illustrate the main results.


2021 ◽  
Vol 13 (S) ◽  
pp. 209-215
Author(s):  
Oleh SEMENENKO ◽  
Olexandr MASHKIN ◽  
Petro ONOFRIICHUK ◽  
Oleksandr PAIUK ◽  
Taras CHEREVATYI

This study provides a brief overview of the application of possible modifications of Lanchester-type models, namely, the representation of differential equations of such models in stochastic form. The stochastic setting of differential levels is used in Dynamic models if it is necessary to take into account the influence of random fluctuations (in particular, in radio engineering, thermodynamics, population dynamics models, etc.). As for Lanchester-type models, their stochastic appearance would allow considering the influence of random factors and elements of uncertainty, which are present to a certain extent in any combat operations. At the same time, unlike deterministic models, the numerical solution of systems of stochastic differential equations in such models requires the use of special methods, the choice of a specific one may be based on the requirements for the need to obtain an unambiguous approximate solution, or the probability distribution of the desired quantities. The possibility of obtaining different types of solutions is due to a characteristic feature of the developed methods for numerical integration of stochastic differential equations, namely, the existence of weak and strong approximate methods for solving them. For Lanchester equations, as models for predicting the probable course and results of combat operations, it seems appropriate to obtain a solution precisely in the form of parameters for distributions of random variables, which is possible after processing the results of using weak numerical methods. In addition, such methods are considered easier to implement in practice. Of particular note are the issues of estimating the stability of solutions (in the sense of Lyapunov) of stochastic models. While for Lanchester-type models, approximate practical methods for estimating stability can be considered, especially in relation to the simplest, linear statements of basic equations. The study considers an example of using the stochastic Lanchester-type model based on a system of linear inhomogeneous differential equations, with assumptions about the stability of solutions to the stochastic formulation of such equations.


2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Amar Benkerrouche ◽  
Mohammed Said Souid ◽  
Kanokwan Sitthithakerngkiet ◽  
Ali Hakem

AbstractIn this manuscript, we examine both the existence and the stability of solutions to the implicit boundary value problem of Caputo fractional differential equations of variable order. We construct an example to illustrate the validity of the observed results.


2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Rui Zhang ◽  
Yinjing Guo ◽  
Xiangrong Wang ◽  
Xueqing Zhang

This paper extends the stochastic stability criteria of two measures to the mean stability and proves the stability criteria for a kind of stochastic Itô’s systems. Moreover, by applying optimal control approaches, the mean stability criteria in terms of two measures are also obtained for the stochastic systems with coefficient’s uncertainty.


2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Elhoussain Arhrrabi ◽  
M’hamed Elomari ◽  
Said Melliani ◽  
Lalla Saadia Chadli

The existence, uniqueness, and stability of solutions to fuzzy fractional stochastic differential equations (FFSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition are investigated. Finally, we investigate the exponential stability of solutions.


1968 ◽  
Vol 20 ◽  
pp. 720-726
Author(s):  
T. G. Hallam ◽  
V. Komkov

The stability of the solutions of an ordinary differential equation will be discussed here. The purpose of this note is to compare the stability results which are valid with respect to a compact set and the stability results valid with respect to an unbounded set. The stability of sets is a generalization of stability in the sense of Liapunov and has been discussed by LaSalle (5; 6), LaSalle and Lefschetz (7, p. 58), and Yoshizawa (8; 9; 10).


1972 ◽  
Vol 47 ◽  
pp. 111-144 ◽  
Author(s):  
Yoshio Miyahara

The stability of the systems given by ordinary differential equations or functional-differential equations has been studied by many mathematicians. The most powerful tool in this field seems to be the Liapunov’s second method (see, for example [6]).


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