Almost Sure Exponential Stability of Neutral Stochastic Differential Difference Equations
نویسندگان
چکیده
منابع مشابه
Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations
In this paper we shall discuss the almost sure exponential stability for a neutral differential difference equation with damped stochastic perturbations of the form d[x(t) −G(x(t − τ ))] = f(t, x(t), x(t − τ ))dt + σ(t)dw(t). Several interesting examples are also given for illustration. It should be pointed out that our results are even new in the case when σ(t) ≡ 0, i.e. for deterministic neut...
متن کاملAlmost Sure Exponential Stability of Stochastic Differential Delay Equations
This paper is concerned with the almost sure exponential stability of the multidimensional nonlinear stochastic differential delay equation (SDDE) with variable delays of the form dx(t) = f(x(t−δ1(t)), t)dt+g(x(t−δ2(t)), t)dB(t), where δ1, δ2 : R+ → [0, τ ] stand for variable delays. We show that if the corresponding (nondelay) stochastic differential equation (SDE) dy(t) = f(y(t), t)dt + g(y(t...
متن کاملAlmost Sure Exponential Stability of Neutral Stochastic Diierential Diierence Equations 1
A neutral stochastic diierential diierence equation
متن کاملAlmost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations
This paper deals with almost sure and moment exponential stability of a class of predictorcorrector methods applied to the stochastic differential equations of Itô-type. Stability criteria for this type of methods are derived. The methods are shown to maintain almost sure and moment exponential stability for all sufficiently small timesteps under appropriate conditions. A numerical experiment f...
متن کاملAlmost sure exponential stability of numerical solutions for stochastic delay differential equations
Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (SDDEs). The important feature of this technique is that it enables us to study the almost sure exponential stability of numerical solutions of...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1997
ISSN: 0022-247X
DOI: 10.1006/jmaa.1997.5536