stochastic functional differential equation Latest Research Papers

In this paper, we consider the random periodic solution to a neutral stochastic functional differential equation driven by Brownian motion. We obtain the existence and uniqueness of the random periodic solution by Banach fixed point theorem. Moreover, we introduce two examples to illustrate our results.

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Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition

Applied Mathematics and Computation ◽

10.1016/j.amc.2018.02.031 ◽

2018 ◽

Vol 330 ◽

pp. 201-212 ◽

Cited By ~ 1

Author(s):

Linna Liu ◽

Feiqi Deng ◽

Ting Hou

Keyword(s):

Differential Equation ◽

Exponential Stability ◽

Numerical Solution ◽

Growth Condition ◽

Polynomial Growth ◽

Stochastic Functional Differential Equation ◽

Almost Sure Exponential Stability ◽

Functional Differential ◽

Stochastic Functional ◽

Polynomial Growth Condition

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Controllability of a stochastic functional differential equation driven by a fractional Brownian motion

Advances in Difference Equations ◽

10.1186/s13662-018-1565-3 ◽

2018 ◽

Vol 2018 (1) ◽

Cited By ~ 1

Author(s):

Jingqi Han ◽

Litan Yan

Keyword(s):

Differential Equation ◽

Brownian Motion ◽

Fractional Brownian Motion ◽

Functional Differential Equation ◽

Stochastic Functional Differential Equation ◽

Functional Differential ◽

Stochastic Functional

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Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes

Afrika Matematika ◽

10.1007/s13370-017-0538-0 ◽

2017 ◽

Vol 29 (1-2) ◽

pp. 233-247 ◽

Cited By ~ 4

Author(s):

Brahim Boufoussi ◽

Salah Hajji ◽

El Hassan Lakhel

Keyword(s):

Differential Equation ◽

Brownian Motion ◽

Exponential Stability ◽

Fractional Brownian Motion ◽

Functional Differential Equation ◽

Point Processes ◽

Poisson Point Processes ◽

Stochastic Functional Differential Equation ◽

Functional Differential ◽

Stochastic Functional

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Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter H>1/2

Stochastics ◽

10.1080/17442508.2016.1155589 ◽

2016 ◽

Vol 88 (6) ◽

pp. 884-903 ◽

Cited By ~ 1

Author(s):

Don Gayan Wilathgamuwa

Keyword(s):

Differential Equation ◽

Brownian Motion ◽

Fractional Brownian Motion ◽

Functional Differential Equation ◽

Hurst Parameter ◽

Stochastic Functional Differential Equation ◽

Infinite Memory ◽

Functional Differential ◽

Stochastic Functional

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Exponential stability of numerical solution to neutral stochastic functional differential equation

Applied Mathematics and Computation ◽

10.1016/j.amc.2015.05.041 ◽

2015 ◽

Vol 266 ◽

pp. 441-461 ◽

Cited By ~ 4

Author(s):

Shaobo Zhou

Keyword(s):

Differential Equation ◽

Exponential Stability ◽

Numerical Solution ◽

Functional Differential Equation ◽

Stochastic Functional Differential Equation ◽

Functional Differential ◽

Stochastic Functional

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Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems

Applied Mathematics and Computation ◽

10.1016/j.amc.2015.04.038 ◽

2015 ◽

Vol 263 ◽

pp. 151-164

Author(s):

Zhencheng Fan

Keyword(s):

Differential Equation ◽

Functional Differential Equation ◽

Waveform Relaxation ◽

Relaxation Methods ◽

Stochastic Functional Differential Equation ◽

Functional Differential ◽

Stochastic Functional

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Almost sure exponential stability of the backward Euler–Maruyama discretization for highly nonlinear stochastic functional differential equation

Applied Mathematics and Computation ◽

10.1016/j.amc.2014.03.010 ◽

2014 ◽

Vol 236 ◽

pp. 150-160 ◽

Cited By ~ 5

Author(s):

Shaobo Zhou ◽

Songfa Xie ◽

Zheng Fang

Keyword(s):

Differential Equation ◽

Exponential Stability ◽

Functional Differential Equation ◽

Stochastic Functional Differential Equation ◽

Almost Sure Exponential Stability ◽

Backward Euler ◽

Highly Nonlinear ◽

Functional Differential ◽

Stochastic Functional

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stochastic functional differential equation
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H-INDEX

Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation

EXISTENCE AND EXPONENTIAL STABILITY OF MILD SOLUTIONS FOR SECOND-ORDER NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATION WITH RANDOM IMPULSES

On Random Periodic Solution to a Neutral Stochastic Functional Differential Equation

Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition

Controllability of a stochastic functional differential equation driven by a fractional Brownian motion

Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes

Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter H>1/2

Exponential stability of numerical solution to neutral stochastic functional differential equation

Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems

Almost sure exponential stability of the backward Euler–Maruyama discretization for highly nonlinear stochastic functional differential equation

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stochastic functional differential equationRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation

EXISTENCE AND EXPONENTIAL STABILITY OF MILD SOLUTIONS FOR SECOND-ORDER NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATION WITH RANDOM IMPULSES

On Random Periodic Solution to a Neutral Stochastic Functional Differential Equation

Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition

Controllability of a stochastic functional differential equation driven by a fractional Brownian motion

Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes

Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter H>1/2

Exponential stability of numerical solution to neutral stochastic functional differential equation

Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems

Almost sure exponential stability of the backward Euler–Maruyama discretization for highly nonlinear stochastic functional differential equation

stochastic functional differential equation
Recently Published Documents