Approximate properties of stochastic functional differential equations with singular perturbations

Singular perturbations of integro-differential equations

We study the singular perturbation problem (E2) 2 2u′′ 2 (t) + u ′ 2(t) = Au2(t) + (K ∗Au2)(t) + f2(t), t ≥ 0, 2 > 0, for the integrodifferential equation (E) w′(t) = Aw(t) + (K ∗Aw)(t) + f(t), t ≥ 0, in a Banach space, when 2 → 0. Under the assumption that A is the generator of a strongly continuous cosine family and under some regularity conditions on the scalar-valued kernel K we show that p...

Singular perturbations to semilinear stochastic heat equations

We consider a class of singular perturbations to the stochastic heat equation or semilinear variations thereof. The interesting feature of these perturbations is that, as the small parameter ε tends to zero, their solutions converge to the ‘wrong’ limit, i.e. they do not converge to the solution obtained by simply setting ε = 0. A similar effect is also observed for some (formally) small stocha...

Stochastic Functional Differential Equations with Markovian Switching

The main aim of this paper is to investigate the exponential stability of stochastic functional differential equations with Markovian switching. The Razumikhin argument and the generalized Itô formula will play their important roles in this paper. Applying our new results to several important types of equations e.g. stochastic differential delay equations and stochastic differential equations, ...

Approximate Solution of Fuzzy Fractional Differential Equations

‎In this paper we propose a method for computing approximations of solution of fuzzy fractional differential equations using fuzzy variational iteration method. Defining a fuzzy fractional derivative, we verify the utility of the method through two illustrative ‎examples.‎

Stochastic Differential Equations with Extra Properties