We discuss a quadratic criterion optimal control problem for stochastic linear system with delay in both state and control variables. This problem will lead to a kind of generalized forward-backward stochastic differential equations FBSDEs with Itô’s stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we p...

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

In this paper, we investigate some nonlinear delay integral inequalities and their analogues which provide explicit bounds on unknown functions. The inequalities given here can be used as tools in the qualitative theory of certain delay differential equations, delay integral equations and delay difference equations.

Necessary conditions are obtained for certain types of rational delay differential equations to admit a non-rational meromorphic solution of hyper-order less than one. The equations obtained include delay Painlevé equations and equations solved by elliptic functions.

In this paper, we introduce hybrid of block-pulse functions and Bernstein polynomials and derive operational matrices of integration, dual, differentiation, product and delay of these hybrid functions by a general procedure that can be used for other polynomials or orthogonal functions. Then, we utilize them to solve delay differential equations and time-delay system. The method is based upon e...