Local stability and parameter dependence of mild solutions for stochastic differential equations

Stability in Distribution of Numerical Solutions for Stochastic Differential Equations

The numerical methods on stochastic differential equations (SDEs) have been well established. There are several papers that study the numerical stability of SDEs with respect to sample paths or moments. In this paper we study the stability in distribution of numerical solution of SDEs.

Existence and Stability of Mild Solutions to Impulsive Stochastic Neutral Partial Functional Differential Equations

In this article, we study a class of impulsive stochastic neutral partial functional differential equations in a real separable Hilbert space. By using Banach fixed point theorem, we give sufficient conditions for the existence and uniqueness of a mild solution. Also the exponential p-stability of a mild solution and its sample paths are obtained.

Mild Solutions of Neutral Stochastic Partial Functional Differential Equations

Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory

*Correspondence: [email protected]; [email protected] 1School of Mathematics & Computer Science, Wuhan Polytechnic University, Wuhan, Hubei, China 2School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, Hubei, China Abstract In this paper, we study the exponential stability in the pth moment of mild solutions to impulsive stochastic neutral partial differential e...

Existence and continuous dependence for fractional neutral functional differential equations

In this paper, we investigate the existence, uniqueness and continuous dependence of solutions of fractional neutral functional differential equations with infinite delay and the Caputo fractional derivative order, by means of the Banach's contraction principle and the Schauder's fixed point theorem.