Hybrid stochastic functional differential equations with infinite delay: approximations and numerics
DOI10.1016/J.JDE.2023.07.028OpenAlexW4385713814MaRDI QIDQ6094876FDOQ6094876
Authors: Guozhen Li, Xiaoyue Li, Xuerong Mao, Guoting Song
Publication date: 11 October 2023
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2023.07.028
Recommendations
- Stochastic functional differential equations with infinite delay
- A note on the solutions of neutral SFDEs with infinite delay
- Existence and uniqueness of solutions for stochastic functional differential equations with infinite delay at phase space \(C_g\)
- The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay at phase space \(B\)
- Existence and uniqueness of the solutions for stochastic functional differential equations with infinite delay at the phase space \(C_h\)
numerical solutionapproximate solutioninfinite delayfinite delaystochastic functional differential equation
Stochastic analysis (60Hxx) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34Kxx) Probabilistic methods, stochastic differential equations (65Cxx)
Cites Work
- Title not available (Why is that?)
- Stochastic differential equations and applications.
- Stochastic Differential Equations with Markovian Switching
- The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
- Stability of functional differential equations
- Functional differential equations with infinite delay
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Title not available (Why is that?)
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- SMC design for robust \(H^{\infty}\) control of uncertain stochastic delay systems
- Qualitative behaviour of numerical approximations to Volterra integro-differential equations
- On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations
- Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
- Stability analysis of continuous implicit Runge-Kutta methods for Volterra integro-differential systems with unbounded delays
- Title not available (Why is that?)
- The truncated Euler-Maruyama method for stochastic differential delay equations
- Global asymptotic stability of stochastic Lotka-Volterra systems with infinite delays
- The numerical treatment of Volterra integro-differential equations with unbounded delay
- Convergence and stability of numerical solutions to SDDEs with Markovian switching
- Approximate solutions of stochastic differential delay equations with Markovian switching
- Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
- Almost sure exponential stability of hybrid stochastic functional differential equations
- Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
- Stability of stochastic functional differential equations with random switching and applications
- Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay
- Stochastic logistic equation with infinite delay
- Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay
- Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay
- Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations
Cited In (1)
This page was built for publication: Hybrid stochastic functional differential equations with infinite delay: approximations and numerics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6094876)