This paper establishes the Razumikhin-type theorem on stability for neutral stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several differen...This paper establishes the Razumikhin-type theorem on stability for neutral stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several different techniques to investigate stability. To show our idea clearly, we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.展开更多
The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equa...The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching.展开更多
The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equa...The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching.展开更多
This paper mainly investigates dynamics behavior of HIV （human immunodeficiency virus） infectious disease model with switching parameters, and combined bounded noise and Gaussian white noise. This model is different...This paper mainly investigates dynamics behavior of HIV （human immunodeficiency virus） infectious disease model with switching parameters, and combined bounded noise and Gaussian white noise. This model is different from existing HIV models. Based on stochastic Ito lemma and Razumikhin-type approach, some threshold conditions are established to guarantee the disease eradication or persistence. Results show that the smaller amplitude of bounded noise and R0 〈 1 can cause the disease to die out; the disease becomes persistent if R0 〉 1. Moreover, it is found that larger noise intensity suppresses the prevalence of the disease even if R0 〉 1. Some numerical examples are given to verify the obtained results.展开更多
基金Supported by the National Nature Science Foundation of China(51309060)the Nature Science Foundation of Heilongjiang Province(A201113)the Fundamental Research Funds for Central Universities(DL11BB09)
基金Supported by NSFC (11001091)Chinese UniversityResearch Foundation (2010MS129)
文摘This paper establishes the Razumikhin-type theorem on stability for neutral stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several different techniques to investigate stability. To show our idea clearly, we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.
基金Sponsored by HUST Foundation(0125011017)the National NSFC under grant(70671047)
文摘The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching.
基金Sponsored by HUST Foundation(0125011017) the National NSFC under grant(70671047)
文摘The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching.
基金supported by the National Natural Science Foundation of China(Grant Nos.11172233,11472212,11272258,and 11302170)the Natural Science and Engineering Research Council of Canada(NSERC)
文摘This paper mainly investigates dynamics behavior of HIV （human immunodeficiency virus） infectious disease model with switching parameters, and combined bounded noise and Gaussian white noise. This model is different from existing HIV models. Based on stochastic Ito lemma and Razumikhin-type approach, some threshold conditions are established to guarantee the disease eradication or persistence. Results show that the smaller amplitude of bounded noise and R0 〈 1 can cause the disease to die out; the disease becomes persistent if R0 〉 1. Moreover, it is found that larger noise intensity suppresses the prevalence of the disease even if R0 〉 1. Some numerical examples are given to verify the obtained results.
