The purpose of this paper is to extend to a ne in the control stochastic di erential systems the well{known result of Jurdjevic{Quinn [2]. This result incorporates a previous result in the stochastic context proved in [1].

The paper introduces an approach for the derivation of discrete time approximations for solutions of stochastic di erential equations with time delay. The suggested approximations converge in a strong sense. Furthermore, explicit solutions for linear stochastic delay equations are given.

We prove an existence and uniqueness theorem for backward stochastic di erential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.

Hybrid action systems extend a conventional action system with a guarded di erential equation | a di erential action | that de nes evolution of continuous variables while the guard remains true. The new action is given a weakest liberal precondition semantics, which is illustrated by examples from a train model. The example motivates a discussion of priorities in a system of iterated di erentia...

In this paper, we study general linear systems of delay di erential-algebraic equations (DDAEs) of arbitrary order. We show that under some consistency conditions, every linear high-order DAE can be reformulated as an underlying high-order ordinary di erential equation (ODE) and that every linear DDAE with single delay can be reformulated as a high-order delay di erential equation (DDE). We der...

In this paper we study polynomial maps of vector spaces zi → Ai1i2···is i zi1zi2zi3 · · · zis and their eigenvectors and eigenvalues. The new quantity called complanart is de ned. Complanarts determine complanarity of solution vectors of systems of polynomial equations. Evaluation of complanart is reduced to evaluation of resultants. As in linear case, the pattern of eigenvectors de nes the pha...

We consider interpolation in Lie groups and homogeneous spaces. Based on points on the manifold together with tangent vectors at (some of) these points, we construct Hermite interpolation polynomials. If the points and tangent vectors are produced in the process of integrating an ordinary di erential equation on a Lie group or a homogeneous space, we use the truncated inverse of the di erential...

The goal of this paper is to prove a convergence rate for WongZakai approximations of semilinear stochastic partial di erential equations driven by a nite dimensional Brownian motion.

We present a method to solve initial and boundary value problems using arti ial neural networks. A trial solution of the di erential equation is written as a sum of two parts. The rst part satis es the initial/boundary onditions and ontains no adjustable parameters. The se ond part is onstru ted so as not to a e t the initial/boundary onditions. This part involves a feedforward neural network, ...

We describe some new algorithm and heuristics for computing the polynomial and rational solutions of bounded degree of a class of ordinary di erential equations, which includes generalized Riccati equations. As a consequence, our methods can be used for factoring linear ordinary di erential equations. Since they generate systems of algebraic equations in at most n unknowns, where n is the order...