نتایج جستجو برای: neutral stochastic delay differential equations

تعداد نتایج: 768659  

2006
T. Caraballo T. Taniguchi T. TANIGUCHI

In this paper we analyse the almost sure exponential stability and ultimate boundedness of the solutions to a class of neutral stochastic semilinear partial delay differential equations. This kind of equations arises in problems related to coupled oscillators in a noisy environment, or in viscoeslastic materials under random or stochastic influences.

In this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in F(t,x(t))dt +G(t,x(t))dW_t$ in which the multifunction $F$ is semimonotone and hemicontinuous and the operator-valued multifunction $G$ satisfies a Lipschitz condition. We define the It^{o} stochastic integral of operator set-valued stochastic pr...

Journal: :Applied Mathematics and Computation 2014
Yong Ren Xing Cheng Rathinasamy Sakthivel

In this paper, we study a class of impulsive neutral stochastic functional integro-differential equations with infinite delay driven by a standard cylindrical Wiener process and an independent cylindrical fractional Brownian motion (fBm) with Hurst parameter H 2 ð1=2; 1Þ in the Hilbert space. We prove the existence and uniqueness of the mild solution for this kind of equations with the coeffici...

Journal: :Journal of Mathematical Analysis and Applications 1983

Journal: :International Journal of Computer Applications Technology and Research 2013

Journal: :bulletin of the iranian mathematical society 0
y‎. ‎y‎. zhang lmib & school of mathematics and systems science‎, ‎beihang university‎, ‎beijing‎, ‎100191‎, ‎china. y‎. ‎y‎. zhang lmib & school of mathematics and systems science‎, ‎beihang university‎, ‎beijing‎, ‎100191‎, ‎china. y‎. ‎y‎. zhang lmib & school of mathematics and systems science‎, ‎beihang university‎, ‎beijing‎, ‎100191‎, ‎china.

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

Semilinear stochastic evolution equations with multiplicative L'evy noise are considered‎. ‎The drift term is assumed to be monotone nonlinear and with linear growth‎. ‎Unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎We establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎As corollaries of ...

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