The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the po...The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations (jumps) resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.展开更多
The purpose of this paper is to study the oscillation of second-order half-linear neutral differential equations with advanced argument of the form(r(t)((y(t)+p(t)y(τ(t)))')^(α))'+q(t)yα(σ(t))=0,t≥t_(0),w...The purpose of this paper is to study the oscillation of second-order half-linear neutral differential equations with advanced argument of the form(r(t)((y(t)+p(t)y(τ(t)))')^(α))'+q(t)yα(σ(t))=0,t≥t_(0),when∫^(∞)r^(−1/α)(s)ds<∞.We obtain sufficient conditions for the oscillation of the studied equations by the inequality principle and the Riccati transformation.An example is provided to illustrate the results.展开更多
Oscillation theorems for a second-order impulsive neutral differential equation are established, which extend the main results developed by Li et alLi et al, Oscillation of second order self-coajugate differential equ...Oscillation theorems for a second-order impulsive neutral differential equation are established, which extend the main results developed by Li et alLi et al, Oscillation of second order self-coajugate differential equation with impuls[es. J Comput Appl Math 197(2006): 78-88] to the considered equation. Two examples are also inserted to illustrate our main results.展开更多
This paper discusses a class of forced second-order half-linear differential equations. By using the generalized Riccati technique and the averaging technique, some new interval oscillation criteria are obtained.
Without the linear growth condition, by the use of Lyapunov function, this paper estab- lishes the existence^and-uniqueness theorem of global solutions to a class of neutral stochastic differen- tim equations with unb...Without the linear growth condition, by the use of Lyapunov function, this paper estab- lishes the existence^and-uniqueness theorem of global solutions to a class of neutral stochastic differen- tim equations with unbounded delay, and examines the pathwise stability of this solution with general decay rate. As an application of our results, this paper also considers in detail a two-dimensional unbounded delay neutral stochastic differential equation with polynomial coefficients.展开更多
A new second-order nonlinear neutral delay differential equation r(t) x(t) + P(t)x(t-τ) + cr(t) x(t)-x(t-τ) + F t,x(t-σ1),x(t-σ2),...,x(t-σn) = G(t),t ≥ t0,where τ 0,σ1,σ2,...,σn ≥ ...A new second-order nonlinear neutral delay differential equation r(t) x(t) + P(t)x(t-τ) + cr(t) x(t)-x(t-τ) + F t,x(t-σ1),x(t-σ2),...,x(t-σn) = G(t),t ≥ t0,where τ 0,σ1,σ2,...,σn ≥ 0,P,r ∈ C([t0,+∞),R),F ∈ C([t0,+∞)×Rn,R),G ∈ C([t0,+∞),R) and c is a constant,is studied in this paper,and some sufficient conditions for existence of nonoscillatory solutions for this equation are established and expatiated through five theorems according to the range of value of function P(t).Two examples are presented to illustrate that our works are proper generalizations of the other corresponding results.Furthermore,our results omit the restriction of Q1(t) dominating Q2(t)(See condition C in the text).展开更多
Using the generalized Riccati technique and the averaging technique, we establish several oscillation criteria for certain even order neutral differential equation. The results obtained in this paper extend and improv...Using the generalized Riccati technique and the averaging technique, we establish several oscillation criteria for certain even order neutral differential equation. The results obtained in this paper extend and improve some known results in the previous literatures.展开更多
By employing the fixed point theorem of cone expansion and compression of norm type, we investigate the existence of positive solutions of generalized Sturm-Liouville boundary value problems for a nonlinear singular d...By employing the fixed point theorem of cone expansion and compression of norm type, we investigate the existence of positive solutions of generalized Sturm-Liouville boundary value problems for a nonlinear singular differential equation with a parameter. Some sufficient conditions for the existence of positive solutions are established. In the last section, an example is presented to illustrate the applications of our main results.展开更多
Some new oscillation criteria are established for a second order neutral partial functional differential equation.Assumptions in our theorems are less restrictive,also the proofs are simpler than those in Li and Cui [...Some new oscillation criteria are established for a second order neutral partial functional differential equation.Assumptions in our theorems are less restrictive,also the proofs are simpler than those in Li and Cui [11].We remove some assumptions that are required for the related results in the previous papers,thus our results generalize and improve many known conclusions.展开更多
Some new oscillation theorems for a second order superlinear-sublinear neutral differential equation are established under some conditions. Our results improve and extend the main results in the previous literature. E...Some new oscillation theorems for a second order superlinear-sublinear neutral differential equation are established under some conditions. Our results improve and extend the main results in the previous literature. Explicit examples related to the main results are given.展开更多
By the standard integral averaging technique, we obtain some oscillation criteria for a second order functional neutral differential equation. Our results are more general than those in B. Baculíková, J. Dzu...By the standard integral averaging technique, we obtain some oscillation criteria for a second order functional neutral differential equation. Our results are more general than those in B. Baculíková, J. Dzurina [2]. An example is provided to illustrate the relevance of our theorems.展开更多
By the generalized Borsuk theorem in coincidence degree theory, a p-Laplacian neutral functional differential equation is studied. A new result on the existence of periodic solution is obtained. The interest is that s...By the generalized Borsuk theorem in coincidence degree theory, a p-Laplacian neutral functional differential equation is studied. A new result on the existence of periodic solution is obtained. The interest is that some coeffcient in it is not a constant function and its sign can be changeable, which is different from that in the known literatures.展开更多
基金supported by the National Board for Higher Mathematics,Mumbai,India under Grant No.2/48(5)/2013/NBHM(R.P.)/RD-II/688 dt 16.01.2014
文摘The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations (jumps) resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.
基金This research is supported by the Shandong Provincial Natural Science Foundation of China(ZR2017MA043).
文摘The purpose of this paper is to study the oscillation of second-order half-linear neutral differential equations with advanced argument of the form(r(t)((y(t)+p(t)y(τ(t)))')^(α))'+q(t)yα(σ(t))=0,t≥t_(0),when∫^(∞)r^(−1/α)(s)ds<∞.We obtain sufficient conditions for the oscillation of the studied equations by the inequality principle and the Riccati transformation.An example is provided to illustrate the results.
基金Supported by the NSF of Guangdong Province(S2011010004447,S2012040006865)
文摘Oscillation theorems for a second-order impulsive neutral differential equation are established, which extend the main results developed by Li et alLi et al, Oscillation of second order self-coajugate differential equation with impuls[es. J Comput Appl Math 197(2006): 78-88] to the considered equation. Two examples are also inserted to illustrate our main results.
文摘This paper discusses a class of forced second-order half-linear differential equations. By using the generalized Riccati technique and the averaging technique, some new interval oscillation criteria are obtained.
基金Supported by National Natural Science Foundation of China (Grant No. 11001091) and Chinese University Research Foundation (Grant No. 2010MS129)
文摘Without the linear growth condition, by the use of Lyapunov function, this paper estab- lishes the existence^and-uniqueness theorem of global solutions to a class of neutral stochastic differen- tim equations with unbounded delay, and examines the pathwise stability of this solution with general decay rate. As an application of our results, this paper also considers in detail a two-dimensional unbounded delay neutral stochastic differential equation with polynomial coefficients.
文摘A new second-order nonlinear neutral delay differential equation r(t) x(t) + P(t)x(t-τ) + cr(t) x(t)-x(t-τ) + F t,x(t-σ1),x(t-σ2),...,x(t-σn) = G(t),t ≥ t0,where τ 0,σ1,σ2,...,σn ≥ 0,P,r ∈ C([t0,+∞),R),F ∈ C([t0,+∞)×Rn,R),G ∈ C([t0,+∞),R) and c is a constant,is studied in this paper,and some sufficient conditions for existence of nonoscillatory solutions for this equation are established and expatiated through five theorems according to the range of value of function P(t).Two examples are presented to illustrate that our works are proper generalizations of the other corresponding results.Furthermore,our results omit the restriction of Q1(t) dominating Q2(t)(See condition C in the text).
文摘Using the generalized Riccati technique and the averaging technique, we establish several oscillation criteria for certain even order neutral differential equation. The results obtained in this paper extend and improve some known results in the previous literatures.
基金Supported by the National Natural Science Foundation of China (Grant No.10971046)the Natural Science Research Project of Anhui Province (Grant No.KJ2009B093)+1 种基金the Natural Science Foundation of Shandong Province(Grant No.ZR2009AM004)the Research Project of Bozhou Teachers College (Grant No.BSKY0805)
文摘By employing the fixed point theorem of cone expansion and compression of norm type, we investigate the existence of positive solutions of generalized Sturm-Liouville boundary value problems for a nonlinear singular differential equation with a parameter. Some sufficient conditions for the existence of positive solutions are established. In the last section, an example is presented to illustrate the applications of our main results.
基金supported by the National Natural Science Foundation of China (10771118)the Fund of Subject for Doctor of Ministry of Education (20103705110003)the Natural Science Foundations of Shandong Province (ZR2009AM011 and ZR2009AL015)
文摘Some new oscillation criteria are established for a second order neutral partial functional differential equation.Assumptions in our theorems are less restrictive,also the proofs are simpler than those in Li and Cui [11].We remove some assumptions that are required for the related results in the previous papers,thus our results generalize and improve many known conclusions.
基金supported by the NSF of Guangdong Province(Nos.S2012040006865and S2013010013050)the Science Education"The Twelfth Five Year Plan"2013 Year Project of Guangdong Province(No.2013JK128)the Natural Science Foundation of Guangdong University of Education(No.2014yjxm05)
文摘Some new oscillation theorems for a second order superlinear-sublinear neutral differential equation are established under some conditions. Our results improve and extend the main results in the previous literature. Explicit examples related to the main results are given.
基金partially supported by the NNSF of China (Grant 11171178 and 11271225)Science and Technology Project of High Schools of Shandong Province (Grant J12LI52)Program for Scientific Research Innovation Team in Colleges and Universities of Shandong Province
文摘By the standard integral averaging technique, we obtain some oscillation criteria for a second order functional neutral differential equation. Our results are more general than those in B. Baculíková, J. Dzurina [2]. An example is provided to illustrate the relevance of our theorems.
基金supported by Natural Science Foundation of Education Department of Anhui Province (No.KJ2010B353)Young Teacher’s Foundation of Anhui Normal University (No.2008xqn46)
文摘By the generalized Borsuk theorem in coincidence degree theory, a p-Laplacian neutral functional differential equation is studied. A new result on the existence of periodic solution is obtained. The interest is that some coeffcient in it is not a constant function and its sign can be changeable, which is different from that in the known literatures.