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 systems with markovian jumps‎. ‎under some reasonable conditions‎, ‎we show that the trivial solution of stocha...

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, 1)) if and only if the stochastic theta method is pth moment exponentially stable for a sufficiently small step siz...

Let λ(T,aT ,α) = { 2aT [ log T aT + α log log T + (1− α) log log aT ]}− 2 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener process. This paper studies the almost sure limiting behaviour of sup 0≤t≤T−aT λ(T,aT ,α)|W (t+aT )−W (t)| as T −→∞ under varying conditions on aT and T aT .

Let Rt = sup0≤s≤t Xs − Xt be a Lévy process reflected in its maximum. We give necessary and sufficient conditions for finiteness of passage times above power law boundaries at infinity. Information as to when the expected passage time for Rt is finite, is given. We also discuss the almost sure finiteness of lim sup t→0 Rt/t , for each κ ≥ 0.

In this paper we shall discuss the almost sure exponential stability for a neutral differential difference equation with damped stochastic perturbations of the form d[x(t) −G(x(t − τ ))] = f(t, x(t), x(t − τ ))dt + σ(t)dw(t). Several interesting examples are also given for illustration. It should be pointed out that our results are even new in the case when σ(t) ≡ 0, i.e. for deterministic neut...