This criterion theoretically requires the integration of the system equations until infinity. A possible way to overcome this impossible investigation is the approximation through an integration over a sufficiently long time interval as proposed in [1]. In the discussed paper the authors developed a criterion imposing that the system is averagely normcontractive over a finite time interval. Thi...

The stochastic reaction diffusion systems may suffer sudden shocks‎, ‎in order to explain this phenomena‎, ‎we use Markovian jumps to model stochastic reaction diffusion systems‎. ‎In this paper‎, ‎we are interested in almost sure exponential stability of stochastic reaction diffusion systems with Markovian jumps‎. ‎Under some reasonable conditions‎, ‎we show that the trivial solution of stocha...

Almost sure asymptotic stability of stochastic difference and differential equations with non-anticipating memory terms is studied in R. Sufficient criteria are obtained with help of Lyapunov-Krasovskǐi-type functionals, martingale decomposition and semi-martingale convergence theorems. The results allow numerical methods for stochastic differential equations with memory to be studied in terms ...

The stability of stochastic delayed Cellular Neural Networks (DCNN) is investigated in this paper. Using suitable Lyapunov functional and the semimartingale convergence theorem, we obtain some sufficient conditions for checking the almost sure exponential stability of the DCNN.

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...

This is a continuation of the first author’s earlier paper [17] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler–Maruyama (EM) method can reproduce the almost sure exponential stability of the test hybrid SDEs. The key condition imposed in [17] is the global Lipschitz condition. However, we will show in this paper that without this gl...

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...

We define Almost Sure Productivity (ASP), a probabilistic generalization of the productivity condition for coinductively defined structures. Intuitively, a probabilistic coinductive stream or tree is ASP if it produces infinitely many outputs with probability 1. Formally, we define almost sure productivity using a final coalgebra semantics of programs inspired from Kerstan and König. Then, we i...

The aim of this paper is to argue that models in cognitive science based on probabilistic computation should not be restricted to those procedures that almost surely (with probability 1) terminate. There are several reasons to consider nonterminating procedures as candidate components of cognitive models. One theoretical reason is that there is a perfect correspondence between the enumerable se...