almost sure exponential stability of stochastic reaction diffusion systems with markovian jump

اسناد مشابه

• Almost sure exponential stability of stochastic reaction diffusion systems with Markovian jump

  مقاله۲۰۱۴Bulletin of the Iranian Mathematical SocietyJun Liu

  The stochastic reaction diffusion systems may suffer sudden shocks, in order to explain this phenomena, we use Markovian jumps to model stochastic reaction diffusion systems. In this paper, we are interested in almost sure exponential stability of stochastic reaction diffusion sy

• LMI Approach to Exponential Stability and Almost Sure Exponential Stability for Stochastic Fuzzy Markovian-Jumping Cohen-Grossberg Neural Networks with Nonlinear p-Laplace Diffusion

  سند علمی۲۰۱۳J. Applied MathematicsRuofeng Rao, Xiongrui Wang, Shouming Zhong, Zhilin Pu

  The robust exponential stability of delayed fuzzy Markovian-jumping Cohen-Grossberg neural networks (CGNNs) with nonlinear p-Laplace diffusion is studied. Fuzzy mathematical model brings a great difficulty in setting up LMI criteria for the stability, and stochastic functional di

• Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

  سند علمی۲۰۱۵SIAM J. Numerical AnalysisXuerong Mao

  This paper is mainly concerned with whether the almost sure exponential stability of stochastic differential equations (SDEs) is shared with that of a numerical method. Under the global Lipschitz condition, we first show that the SDE is pth moment exponentially stable (for p ∈ (0

• LMI Approach to Exponential Stability and Almost Sure Exponential Stability for Stochastic Fuzzy Markovian-Jumping Cohen-Grossberg Neural Networks with Nonlinearp-Laplace Diffusion

  مقاله‌ی دسترسی آزاد۲۰۱۳Journal of Applied MathematicsRuofengRao, XiongruiWang, ShoumingZhong, ZhilinPu

• Almost Sure Exponential Stability of Stochastic Differential Delay Equations

  سند علمی۲۰۱۶SIAM J. Control and OptimizationQian Guo, Xuerong Mao, Rong-Xian Yue

  This paper is concerned with the almost sure exponential stability of the multidimensional nonlinear stochastic differential delay equation (SDDE) with variable delays of the form dx(t) = f(x(t−δ1(t)), t)dt+g(x(t−δ2(t)), t)dB(t), where δ1, δ2 : R+ → [0, τ ] stand for variable del

• Almost sure exponential stability of numerical solutions for stochastic delay differential equations

  سند علمی۲۰۱۰Numerische MathematikFuke Wu, Xuerong Mao, Lukasz Szpruch

  Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (SDDEs). The important fea