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Stability of a Class of Hybrid Neutral Stochastic Differential Equations with Unbounded Delay

Boliang Lu, Ruili Song
2017 Discrete Dynamics in Nature and Society  
This paper studies the stability of hybrid neutral stochastic differential equations with unbounded delay.  ...  In particular, our results generalize and improve some previous stability results from bounded delay to unbounded delay conditions.  ...  Foundation of Jiangsu Province (BK2012468, BK20161552), and the Postgraduate Innovation Research Project of Nanjing University of Finance and Economics (1) for their financial support.  ... 
doi:10.1155/2017/2941349 fatcat:4bkvmx4sbfgudda36mbi5hsvku

Exponential Stability of Highly Nonlinear Neutral Pantograph Stochastic Differential Equations

Mingxuan Shen, Weiyin Fei, Xuerong Mao, Shounian Deng
2018 Asian journal of control  
In this paper, we investigate the exponential stability of highly nonlinear hybrid neutral pantograph stochastic differential equations(NPSDEs).  ...  The methods of Lyapunov functions and M-matrix are used to study exponential stability and boundedness of the hybrid NPSDEs.  ...  [13] investigated the stability and boundedness for nonlinear stochastic differential delay equations (SDDEs) with Markovian switching without the linear growth condition, the robust stability and boundedness  ... 
doi:10.1002/asjc.1903 fatcat:5ikntdtffjcexhncm7ychf6cwi

Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise

Tian Zhang, Chuanhou Gao
2021 Discrete and continuous dynamical systems. Series B  
decay rate (including exponential decay, polynomial decay, and logarithmic decay) of highly nonlinear hybrid neutral stochastic pantograph differential equations driven by L<inline-formula><tex-math id  ...  Simultaneously, the diffusion operators are permitted to be controlled by several additional functions with time-varying coefficients, which can be applied to a broad class of the non-autonomous hybrid  ...  The authors would like to thank the editor and the reviewers for their valuable comments and suggestions, which can deeply enhance the quality of our work.  ... 
doi:10.3934/dcdsb.2021204 fatcat:2bkxl343bvgafb6mtp34e2h2v4

Convergence rate of Euler–Maruyama scheme for SDDEs of neutral type

Yanting Ji
2021 Journal of Inequalities and Applications  
AbstractIn this paper, we are concerned with the convergence rate of EulerMaruyama (EM) scheme for stochastic differential delay equations (SDDEs) of neutral type, where the neutral, drift, and diffusion  ...  As a result, the convergence rate of general SDDEs of neutral type, which is dominated by pure jump process, is slower than one-half.  ...  Meanwhile, the author acknowledges Ms Ruoyu Zhang and Mr Yi Yang for their advice in the numerical simulation. Funding Not applicable. Availability of data and materials Not applicable.  ... 
doi:10.1186/s13660-020-02533-3 fatcat:2nenrykikvhjpaqyje6cb5m4sm

Markovian dynamics on complex reaction networks

J. Goutsias, G. Jenkinson
2013 Physics reports  
the solution of the master equation, discuss a recently developed approach for studying the stationary behavior of Markovian reaction networks using a potential energy landscape perspective, and provide  ...  Due however to the nonlinear nature of most reactions, the computation and analysis of the resulting stochastic population dynamics is a difficult task.  ...  The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.  ... 
doi:10.1016/j.physrep.2013.03.004 fatcat:zhdnx5dudzdnppbkcko2pzonmm