Moment boundedness of linear stochastic delay differential equations with distributed delay

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Algorithms for Linear Stochastic Delay Differential Equations

Models consisting of linear, N-dimensional stochastic delay differential equations present a particular set of challenges for numerical simulation. While the user often seeks the probability density function of the solution, currently available methods rely on Monte Carlo sampling to generate sample paths, from which a density function must be estimated statistically. In the present work, we de...

متن کامل

Attraction, stability and boundedness for stochastic differential delay equations

So far there are not many results on the attractor for the solutions of stochastic differential delay equations. The main aim of this paper is to establish new results on the attractor, from which follow several new criteria on the almost surely asymptotic stability for stochastic differential delay equations. As another by product, a number of new criteria on the boundedness of the solutions a...

متن کامل

Computational Method for Fractional-Order Stochastic Delay Differential Equations

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

متن کامل

Exponential stability of fractional stochastic differential equations with distributed delay

*Correspondence: [email protected] School of Statistics, Jiangxi University of Finance and Economics, Nanchang, Jiangxi 330013, China Abstract Equations driven by fractional Brownian motion are attracting more and more attention. This paper considers fractional stochastic differential equations with distributed delay. With the variation-of-constants formula, an explicit expression and asymptotic ...

متن کامل

Moment Lyapunov Exponent of Delay Differential Equations

The aim of this paper is to establish a connecting thread through the probabilistic concepts of pth-moment Lyapunov exponents, the integral averaging method, and Hale’s reduction approach for delay dynamical systems. We demonstrate this connection by studying the stability of perturbed deterministic and stochastic differential equations with fixed time delays in the displacement and derivative ...

متن کامل

ذخیره 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: Stochastic Processes and their Applications

سال: 2014

ISSN: 0304-4149

DOI: 10.1016/j.spa.2013.09.002