Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2018 at "Afrika Matematika"
DOI: 10.1007/s13370-018-0560-x
Abstract: Using the method of Girsanov transformation, we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution of fractional stochastic functional differential equations driven by fractional Brownian motion.… read more here.
Keywords: fractional stochastic; stochastic functional; differential equations; transportation inequalities ... See more keywords
Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2018.07.002
Abstract: Abstract In this paper, we investigate the existence and exponential stability of mild solutions for a class of impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup in Hilbert spaces. Sufficient conditions… read more here.
Keywords: neutral stochastic; stochastic functional; exponential stability; impulsive neutral ... See more keywords
Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay
Sign Up to like & getrecommendations! Published in 2021 at "Nonlinear Analysis: Hybrid Systems"
DOI: 10.1016/j.nahs.2021.101026
Abstract: Abstract Given an unstable hybrid stochastic functional differential equation, how to design a delay feedback controller to make it stable? Some results have been obtained for hybrid systems with finite delay. However, the state of… read more here.
Keywords: stochastic functional; functional differential; differential equations; feedback ... See more keywords
Stability of a class of neutral stochastic functional differential equations with Markovian switching
Sign Up to like & getrecommendations! Published in 2018 at "Iet Control Theory and Applications"
DOI: 10.1049/iet-cta.2017.0806
Abstract: This study investigates the stability of a class of neutral stochastic functional differential equations with Markovian switching. Some novel stability criteria are first established, including boundedness, pth moment exponential stability and almost sure exponential stability,… read more here.
Keywords: class neutral; stability class; neutral stochastic; stochastic functional ... See more keywords
Event-Triggered Control of Stochastic Functional Differential Systems via Degenerate Lyapunov Functionals
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Systems, Man, and Cybernetics: Systems"
DOI: 10.1109/tsmc.2022.3212340
Abstract: This article discusses the problem of event-triggered controls (ETCs) for stochastic functional differential systems (SFDSs). For the stabilization of SFDSs, we design a proper degenerate Lyapunov functional and propose a novel ETC. The degenerate Lyapunov… read more here.
Keywords: event triggered; degenerate lyapunov; differential systems; event ... See more keywords
Numerical solutions of neutral stochastic functional differential equations with Markovian switching
Sign Up to like & getrecommendations! Published in 2019 at "Advances in Difference Equations"
DOI: 10.1186/s13662-019-1957-z
Abstract: Until now, the theories about the convergence analysis, the almost surely and mean square exponential stability of the numerical solution for neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs) have been well established, but… read more here.
Keywords: stochastic functional; functional differential; equations markovian; differential equations ... See more keywords
Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays
Sign Up to like & getrecommendations! Published in 2021 at "Mathematics"
DOI: 10.3390/math9161956
Abstract: The purpose of this paper is to find the time-optimal control to a target set for semilinear stochastic functional differential equations involving time delays or memories under general conditions on a target set and nonlinear… read more here.
Keywords: time optimal; time; semilinear stochastic; stochastic functional ... See more keywords
Stochastic functional Hamiltonian system with singular coefficients
Sign Up to like & getrecommendations! Published in 2020 at "Communications on Pure and Applied Analysis"
DOI: 10.3934/cpaa.2020060
Abstract: By Zvonkin type transforms, the existence and uniqueness of the strong solutions for a class of stochastic functional Hamiltonian systems are obtained, where the drift contains a Holder-Dini continuous perturbation. Moreover, under some reasonable conditions,… read more here.
Keywords: singular coefficients; stochastic functional; hamiltonian system; functional hamiltonian ... See more keywords