This paper deals with almost sure and moment exponential stability of a class of predictor- corrector methods applied to the stochastic differential equations of Ito-type. Stability criteria for this type of methods a...This paper deals with almost sure and moment exponential stability of a class of predictor- corrector methods applied to the stochastic differential equations of Ito-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 further testifies these theoretical results.展开更多
This paper proves that, under the local Lipschitz condition, the stochastic functional differential equations with infinite delay have global solutions without the linear growth condition. Furthermore, the pth moment ...This paper proves that, under the local Lipschitz condition, the stochastic functional differential equations with infinite delay have global solutions without the linear growth condition. Furthermore, the pth moment exponential stability conditions are given. Finally, one example is presented to illustrate our theory.展开更多
The given unstable hybrid stochastic differential equation is stabilized in the sense of p th-moment exponential stability.We achieve the results by feedback controls based on the discrete-time state and mode observat...The given unstable hybrid stochastic differential equation is stabilized in the sense of p th-moment exponential stability.We achieve the results by feedback controls based on the discrete-time state and mode observations.The upper bound on the duration between two consecutive observations is obtained as well.Finally,a numerical example is given to verify the validity of the theoretical conclusions.展开更多
We are concerned with a class of neutral stochastic partial differential equations driven by Rosenblatt process in a Hilbert space. By combining some stochastic analysis techniques, tools from semigroup theory, and st...We are concerned with a class of neutral stochastic partial differential equations driven by Rosenblatt process in a Hilbert space. By combining some stochastic analysis techniques, tools from semigroup theory, and stochastic integral inequalities, we identify the global attracting sets of this kind of equations. Especially, some sufficient conditions ensuring the exponent p-stability of mild solutions to the stochastic systems under investigation are obtained. Last, an example is given to illustrate the theory in the work.展开更多
基金supported by NSFC under Grant Nos.11171125 and 91130003NSFH under Grant No. 2011CDB289the Freedom Explore Program of Central South University
文摘This paper deals with almost sure and moment exponential stability of a class of predictor- corrector methods applied to the stochastic differential equations of Ito-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 further testifies these theoretical results.
文摘This paper proves that, under the local Lipschitz condition, the stochastic functional differential equations with infinite delay have global solutions without the linear growth condition. Furthermore, the pth moment exponential stability conditions are given. Finally, one example is presented to illustrate our theory.
文摘The given unstable hybrid stochastic differential equation is stabilized in the sense of p th-moment exponential stability.We achieve the results by feedback controls based on the discrete-time state and mode observations.The upper bound on the duration between two consecutive observations is obtained as well.Finally,a numerical example is given to verify the validity of the theoretical conclusions.
文摘We are concerned with a class of neutral stochastic partial differential equations driven by Rosenblatt process in a Hilbert space. By combining some stochastic analysis techniques, tools from semigroup theory, and stochastic integral inequalities, we identify the global attracting sets of this kind of equations. Especially, some sufficient conditions ensuring the exponent p-stability of mild solutions to the stochastic systems under investigation are obtained. Last, an example is given to illustrate the theory in the work.
