Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation

DOI10.14232/EJQTDE.2016.8.2MaRDI QIDQ4591167zbMATH OpenOpenAlexFDO

Authors John A. D. Appleby, Evelyn Buckwar

Publication date 10 November 2017

Published in Proceedings of The 10'th Colloquium on the Qualitative Theory of Differential Equations (July 1–4, 2015, Szeged, Hungary) edited by: T. Krisztin (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.00423, http://doras.dcu.ie/21684/1/p4269.pdf

IPFS File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

zbMATH Keywords

asymptotic stabilitydecay ratespolynomial asymptotic stabilitystochastic delay differential equationsstochastic pantograph equationunbounded delay

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: This paper studies the asymptotic growth and decay properties of solutions of the stochastic pantograph equation with multiplicative noise. We give sufficient conditions on the parameters for solutions to grow at a polynomial rate in $p$-th mean and in the almost sure sense. Under stronger conditions the solutions decay to zero with a polynomial rate in $p$-th mean and in the almost sure sense. When polynomial bounds cannot be achieved, we show for a different set of parameters that exponential growth bounds of solutions in $p$-th mean and an almost sure sense can be obtained. Analogous results are established for pantograph equations with several delays, and for general finite dimensional equations.

Recommendations

• Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
• Meeting under the Integral Sign? The Oslo Congress of Mathematicians on the Eve of the Second World War
• The asymptotically mean square stability of the linear stochastic pantograph equation
• The \(p\)th moment asymptotical ultimate boundedness of pantograph stochastic differential equations with time-varying coefficients
• On the asymptotic behavior of the pantograph equations

Cited in

(34)

• Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
• Stability results for 2D Navier-Stokes equations with unbounded delay
• The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations
• \(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching
• Stability and stabilization for the three-dimensional Navier-Stokes-Voigt equations with unbounded variable delay
• Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise
• Asymptotic behavior of solutions on modifications of three-dimensional Navier-Stokes equations with unbounded delays
• Paving property for real stable polynomials and strongly Rayleigh processes
• \(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise
• Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
• The \(p\)th moment asymptotical ultimate boundedness of pantograph stochastic differential equations with time-varying coefficients
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
• Analysis of a stochastic \(2D\)-Navier-Stokes model with infinite delay
• Lyapunov stability of the generalized stochastic pantograph equation
• Stability of fractionally dissipative 2D quasi-geostrophic equation with infinite delay
• Convergence and stability of impulsive stochastic differential equations
• Robust \(H_\infty\) filter design for Itô stochastic pantograph systems
• Nontrivial equilibrium solutions and general stability for stochastic evolution equations with pantograph delay and tempered fractional noise
• Asymptotic behavior of solutions to 3D Kelvin-Voigt-Brinkman-Forchheimer equations with unbounded delays
• The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay
• Stability analysis of stochastic 3D Lagrangian-averaged Navier-Stokes equations with infinite delay
• Ulam–Hyers stability of pantograph fractional stochastic differential equations
• Dynamics and stability analysis for stochastic 3D Lagrangian-averaged Navier-Stokes equations with infinite delay on unbounded domains
• Stability for a 3D Ladyzhenskaya fluid model with unbounded variable delay
• Asymptotic behavior of solutions to stochastic 3D globally modified Navier-Stokes equations with unbounded delays
• Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations
• The stability of a class of 2D non-newtonian fluid equations with unbounded delays
• The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps
• The asymptotic attraction and stability of hybrid stochastic functional systems with pantograph delay
• Asymptotic boundedness and exponential stability of neutral stochastic functional differential equations with unbounded delay
• Stability analysis of stochastic 3D Navier-Stokes-Voigt equations with infinite delay
• Exponential stability of highly nonlinear hybrid neutral pantograph stochastic systems with multiple delays
• Convergence of numerical solutions to stochastic pantograph equations with Markovian switching
• Stochastic -methods for a class of jump-diffusion stochastic pantograph equations with random magnitude

This page was built for publication: Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4591167)