Random oscillations in quasilinear systems of stochastic differential equations with delay

Yu. A. Mitropol'skii; Nguyen Dong An'

doi:10.1007/bf01058473

Random oscillations in quasilinear systems of stochastic differential equations with delay

Ukrainian Mathematical Journal ◽

10.1007/bf01058473 ◽

1986 ◽

Vol 38 (2) ◽

pp. 159-164 ◽

Cited By ~ 1

Author(s):

Yu. A. Mitropol'skii ◽

Nguyen Dong An'

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Quasilinear Systems ◽

Equations With Delay

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Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.07.007 ◽

2021 ◽

Author(s):

Alberto Lanconelli ◽

Ramiro Scorolli

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Quasilinear Systems

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On equations determining the second moments of solutions of stochastic differential equations with delay

Ukrainian Mathematical Journal ◽

10.1007/bf01085845 ◽

1975 ◽

Vol 27 (1) ◽

pp. 75-77

Author(s):

V. B. Kolmanovskii

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Second Moments ◽

Equations With Delay

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Infinite horizon optimal control of forward–backward stochastic differential equations with delay

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2013.04.048 ◽

2014 ◽

Vol 259 ◽

pp. 336-349 ◽

Cited By ~ 28

Author(s):

Nacira Agram ◽

Bernt Øksendal

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Infinite Horizon ◽

Backward Stochastic Differential Equations ◽

Equations With Delay

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Asymptotical boundedness and stability for stochastic differential equations with delay driven byG-Brownian motion

Applied Mathematics Letters ◽

10.1016/j.aml.2017.06.001 ◽

2017 ◽

Vol 74 ◽

pp. 121-126 ◽

Cited By ~ 10

Author(s):

Wensheng Yin ◽

Yong Ren

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Equations With Delay

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A Note on Euler Approximations for Stochastic Differential Equations with Delay

Applied Mathematics & Optimization ◽

10.1007/s00245-013-9211-7 ◽

2013 ◽

Vol 68 (3) ◽

pp. 391-412 ◽

Cited By ~ 13

Author(s):

Istvan Gyöngy ◽

Sotirios Sabanis

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Equations With Delay

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Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition

Stochastic Analysis and Applications ◽

10.1080/07362994.2014.858552 ◽

2014 ◽

Vol 32 (2) ◽

pp. 207-228 ◽

Cited By ~ 4

Author(s):

Chaman Kumar ◽

Sotirios Sabanis

Keyword(s):

Differential Equations ◽

Strong Convergence ◽

Stochastic Differential Equations ◽

Lipschitz Condition ◽

Local Lipschitz Condition ◽

Equations With Delay

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Two unsolved problems in the stability theory of stochastic differential equations with delay

Applied Mathematics Letters ◽

10.1016/j.aml.2011.10.002 ◽

2012 ◽

Vol 25 (3) ◽

pp. 636-637 ◽

Cited By ~ 1

Author(s):

Leonid Shaikhet

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stability Theory ◽

The Stability ◽

Equations With Delay

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An analysis of stability of milstein method for stochastic differential equations with delay

Computers & Mathematics with Applications ◽

10.1016/j.camwa.2006.01.004 ◽

2006 ◽

Vol 51 (9-10) ◽

pp. 1445-1452 ◽

Cited By ~ 33

Author(s):

Zhiyong Wang ◽

Chengjian Zhang

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Milstein Method ◽

Analysis Of Stability ◽

Equations With Delay

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Stability behavior of second order neutral impulsive stochastic differential equations with delay

International Journal of Computer Applications Technology and Research ◽

10.7753/ijcatr0204.1005 ◽

2013 ◽

Vol 2 (4) ◽

pp. 415-421

Author(s):

S. Karunanithi ◽

R . Maheswari

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Second Order ◽

Stability Behavior ◽

Equations With Delay

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Robust stability and boundedness of stochastic differential equations with delay driven by G-Brownian motion

International Journal of Control ◽

10.1080/00207179.2019.1566645 ◽

2019 ◽

Vol 93 (12) ◽

pp. 2886-2895

Author(s):

Yong Ren ◽

Rathinasamy Sakthivel ◽

Guozheng Sun

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Robust Stability ◽

Equations With Delay

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