The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps

DOI10.1016/J.AMC.2015.06.109zbMATH Open1410.60063OpenAlexW1850262345MaRDI QIDQ668208FDOQ668208

Authors: Wei Mao, Liangjian Hu, Xuerong Mao 

Publication date: 18 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/54010/

Recommendations

• Approximate solutions of hybrid stochastic pantograph equations with Levy jumps
• Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition
• scientific article; zbMATH DE number 6310510
• Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
• Mild solution of stochastic equations with Lévy jumps: existence, uniqueness, regularity and stability

zbMATH Keywords

existence and uniquenessalmost surely asymptotic estimationsexponential estimationsstochastic pantograph differential equationsLévy jumps

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Title not available (Why is that?)
• Introduction to functional differential equations
• Title not available (Why is that?)
• Option pricing when underlying stock returns are discontinuous
• Title not available (Why is that?)
• On the generalized pantograph functional-differential equation
• Title not available (Why is that?)
• The functional-differential equation $y'\left( x \right) = ay\left( {\lambda x} \right) + by\left( x \right)$
• Continuous \(\Theta\)-methods for the stochastic pantograph equation
• Theory of stochastic differential equations with jumps and applications.
• Introduction to the numerical analysis of stochastic delay differential equations
• Numerical methods for nonlinear stochastic differential equations with jumps
• Convergence and stability of the semi-implicit Euler method with variable stepsize for a linear stochastic pantograph differential equation
• The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps
• Numerical Solutions of Neutral Stochastic Functional Differential Equations
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• 13.—The Functional Differential Equation y′(x) = ay(λx) + by(x)
• A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
• On a Functional Differential Equation
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations
• Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations
• Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
• Almost sure stability of linear stochastic differential equations with jumps
• Title not available (Why is that?)
• Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations
• Applied stochastic control of jump diffusions.
• Stochastic differential equations with jumps
• Asymptotical stability of numerical methods with constant stepsize for pantograph equations
• Robustness of exponential stability of stochastic differential delay equations
• Discrete-time approximations of stochastic delay equations: the Milstein scheme.
• Stochastic stabilization of dynamical systems using Lévy noise
• Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
• On the discretization of differential and Volterra integral equations with variable delay
• The \(\alpha \)th moment stability for the stochastic pantograph equation
• Approximation of jump diffusions in finance and economics
• Weak approximation of stochastic differential delay equations
• Numerical investigation of the pantograph equation
• Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation
• Convergence of numerical solutions to stochastic pantograph equations with Markovian switching
• Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations

Cited In (4)

• Approximate solutions of hybrid stochastic pantograph equations with Levy jumps
• Pantograph stochastic differential equations driven by \(G\)-Brownian motion
• Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications
• Persistence and extinction of a stochastic modified Bazykin predator-prey system with Lévy jumps

This page was built for publication: The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q668208)