In this work, we are concerned with the asymptotic properties of solutions for an impulsive neutral stochastic functional integro-differential equation. By applying theory resolvent operators, Banach fixed point principle theorem, and results on analysis, study respectively existence, uniqueness, global attracting quasi-invariant sets mild considered We also derive some sufficient conditions pt...

Abstract In this paper, we investigate the partial asymptotic stability (PAS) of neutral pantograph stochastic differential equations with Markovian switching (NPSDEwMSs). The main tools used to show results are Lyapunov method and calculus techniques. We discuss a numerical example illustrate our results.

For a system of weakly interacting anharmonic oscillators, perturbed by an energy preserving stochastic dynamics, we prove an autonomous (stochastic) evolution for the energies at large time scale (with respect to the coupling parameter). It turn out that this macroscopic evolution is given by the so called conservative (non-gradient) Ginzburg-Landau system of stochastic differential equations....

We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a C0−semigroup and one linear bounded operator with Wick-type multiplication, all of them set in the infinite dimensional space framework of white noise analysis. We prove existence and uniqueness of solutions for this class of SPDEs. In particular, we al...

This paper is concerned with the existence and asymptotic stability in the p-th moment of mild solutions of nonlinear impulsive stochastic delay neutral partial functional integro-differential equations. We suppose that the linear part possesses a resolvent operator in the sense given in [8], and the nonlinear terms are assumed to be Lipschitz continuous. A fixed point approach is used to achie...

In this paper the authors study the existence and asymptotic stability in p-th moment of mild solutions to stochastic neutral partial differential equation with impulses. Their method for investigating the stability of solutions is based on the fixed point theorem.

Neutral stochastic functional differential equations NSFDEs have recently been studied intensively. The well-known conditions imposed for the existence and uniqueness and exponential stability of the global solution are the local Lipschitz condition and the linear growth condition. Therefore, the existing results cannot be applied to many important nonlinear NSFDEs. The main aim of this paper i...