Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
نویسندگان
چکیده
<abstract><p>We consider several aspects of conjugating symmetry methods, including the method invariants, with an asymptotic approach. In particular we how to extend stochastic setting ideas which are well established in deterministic one, such as conditional, partial and symmetries. A number explicit examples presented.</p></abstract>
منابع مشابه
Asymptotic stability and asymptotic solutions of second-order differential equations
We improve, simplify, and extend on quasi-linear case some results on asymptotical stability of ordinary second-order differential equations with complex-valued coefficients obtained in our previous paper [G.R. Hovhannisyan, Asymptotic stability for second-order differential equations with complex coefficients, Electron. J. Differential Equations 2004 (85) (2004) 1–20]. To prove asymptotic stab...
متن کاملApplication of DJ method to Ito stochastic differential equations
This paper develops iterative method described by [V. Daftardar-Gejji, H. Jafari, An iterative method for solving nonlinear functional equations, J. Math. Anal. Appl. 316 (2006) 753-763] to solve Ito stochastic differential equations. The convergence of the method for Ito stochastic differential equations is assessed. To verify efficiency of method, some examples are ex...
متن کاملAsymptotic Solutions of Semilinear Stochastic Wave Equations
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are established. Under appropriate conditions, the existence theorem for a unique global solution is given. Next the questions of bounded solutions and the exponenti...
متن کاملAsymptotic Behaviours of Stochastic Differential Delay Equations
Most of the existing results on stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in this paper. We shall establish the sufficient condition, in terms of multiple Lyapunov functions, for the asymptotic behaviours of solutions of stochastic differential delay equations. Moreover, from them follow many effective criteria on stochastic asympt...
متن کاملDifferential Delayed Equations - Asymptotic Behavior of Solutions and Positive Solutions
Brief Summary of Basic Notions For a b R , ∈ , a b < , let ([ ] ) n C a b R , , be the Banach space of the continuous functions from the interval [ ] a b , into n R equipped with the supremum norm | ⋅ | . In the case 0 a r = − < , 0 b = , we shall denote this space as r C , that is, ([ 0] ) n r C C r R := − , , and put 0 sup ( ) r r σ φ φ σ − ≤ ≤ || || = | | for r C φ∈ . If R σ ∈ , 0 A ≥ and ([...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematics in engineering
سال: 2022
ISSN: ['2640-3501']
DOI: https://doi.org/10.3934/mine.2022038