Novel criteria for exponential stability in mean square of stochastic functional differential equations
نویسندگان
چکیده
منابع مشابه
Exponential Stability in Mean Square for Neutral Stochastic Partial Functional Differential Equations with Impulses
We discuss the exponential stability in mean square of mild solution for neutral stochastic partial functional differential equations with impulses. By applying impulsive Gronwall-Bellman inequality, the stochastic analytic techniques, the fractional power of operator, and semigroup theory, we obtain some completely new sufficient conditions ensuring the exponential stability in mean square of ...
متن کاملMean Square Exponential Stability for Stochastic Functional Differential Equations with Impulses
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Abstract In this paper, stochastic functional differential equations with impulses are considered. By employing Gronwall-Bellman inequality, the stochastic analytic technique and the properties of operator semigroup, the sufficient con...
متن کاملOn exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations
We are concerned with the exponential mean-square stability of two-step Maruyama methods for stochastic differential equations with time delay. We propose a family of schemes and prove that it can maintain the exponential mean-square stability of the linear stochastic delay differential equation for every step size of integral fraction of the delay in the equation. Numerical results for linear ...
متن کاملExponential Stability in Mean Square of Neutral Stochastic Differential Difference Equations
In this paper we shall discuss the exponential stability in mean square for a neutral stochastic diierential diierence equation of the form dx(t) ? G(x(t ?))] = f(t; x(t); x(t ?))dt + (t; x(t); x(t ?))dw(t). In the case when (t; x; y) 0 this neutral stochastic diierential diierence equations becomes a deterministic neutral diierential diierence equations d dt x(t)?G(x(t?))] = f(t; x(t); x(t?))....
متن کاملPreserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
Positive results are derived concerning the long time dynamics of fixed stepsize numerical simulations of stochastic differential equation systems with Markovian switching. Euler–Maruyama and implicit theta-method discretizations are shown to capture exponential mean-square stability for all sufficiently small timesteps under appropriate conditions. Moreover, the decay rate, as measured by the ...
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: Proceedings of the American Mathematical Society
سال: 2020
ISSN: 0002-9939,1088-6826
DOI: 10.1090/proc/14994