نتایج جستجو برای: almost sure exponential stability

تعداد نتایج: 563913  

Journal: :bulletin of the iranian mathematical society 2014
jun liu

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...

Journal: :Numerische Mathematik 2010
Fuke Wu Xuerong Mao Lukasz Szpruch

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...

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...

Journal: :J. Systems Science & Complexity 2012
Yuanling Niu Chengjian Zhang

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...

Journal: :J. Computational Applied Mathematics 2011
Xuerong Mao Yi Shen Alison J. Gray

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...

2014
Kaining Wu Xiaohua Ding

We consider the stability and stabilization of impulsive stochastic delay differential equations ISDDEs . Using the Lyapunov-Razumikhin method, we obtain the sufficient conditions to guarantee the pth moment exponential stability of ISDDEs. Then the almost sure exponential stability is considered and the sufficient conditions of the almost sure exponential stability are obtained. Moreover, the ...

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