Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
暂无分享,去创建一个
Quanxin Zhu | Xuerong Mao | Wei Mao | Quanxin Zhu | X. Mao | Wei Mao
[1] Zhanhua Yu,et al. The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations , 2013, Int. J. Comput. Math..
[2] X. Mao,et al. Stochastic Differential Equations and Applications , 1998 .
[3] Yi Shen,et al. New criteria on exponential stability of neutral stochastic differential delay equations , 2006, Syst. Control. Lett..
[4] Xuerong Mao,et al. Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations , 2007 .
[5] L. Rogers. Stochastic differential equations and diffusion processes: Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00 , 1982 .
[6] Yanping Chen,et al. Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations , 2011 .
[7] Xuerong Mao,et al. Numerical Solutions of Neutral Stochastic Functional Differential Equations , 2008, SIAM J. Numer. Anal..
[8] Feiqi Deng,et al. Razumikhin-Type Theorems on Stability of Neutral Stochastic Functional Differential Equations , 2008, IEEE Transactions on Automatic Control.
[9] Shaobo Zhou,et al. Numerical approximation of nonlinear neutral stochastic functional differential equations , 2013 .
[10] Chengming Huang,et al. Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay , 2010, Syst. Control. Lett..
[11] D. Applebaum. Lévy Processes and Stochastic Calculus: Preface , 2009 .
[12] Salah-Eldin A. Mohammed,et al. Discrete-time approximations of stochastic delay equations: The Milstein scheme , 2004 .
[13] Sotirios Sabanis,et al. A Note on Euler Approximations for Stochastic Differential Equations with Delay , 2012 .
[14] A. I. Matasov,et al. Neutral Stochastic Differential Delay Equations with Markovian Switching , 2003 .
[15] S. Mohammed. Stochastic functional differential equations , 1984 .
[16] P. Billingsley,et al. Convergence of Probability Measures , 1970, The Mathematical Gazette.
[17] E. Platen,et al. Strong discrete time approximation of stochastic differential equations with time delay , 2000 .
[18] Jinde Cao,et al. Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay , 2009, Appl. Math. Comput..
[19] X. Mao. Razumikhin-type theorems on exponential stability of stochastic functional differential equations , 1996 .
[20] Svetlana Jankovic,et al. Some analytic approximations for neutral stochastic functional differential equations , 2010, Appl. Math. Comput..
[21] Zhiguo Yang,et al. Existence–uniqueness and continuation theorems for stochastic functional differential equations , 2008 .
[22] X. Mao. RAZUMIKHIN-TYPE THEOREMS ON EXPONENTIAL STABILITY OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS∗ , 1997 .
[23] Yi Shen,et al. Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations , 1999 .
[24] X. Mao. A note on the LaSalle-type theorems for stochastic differential delay equations , 2002 .
[25] Xuerong Mao,et al. Almost sure exponential stability of numerical solutions for stochastic delay differential equations , 2010, Numerische Mathematik.
[26] Evelyn Buckwar,et al. Introduction to the numerical analysis of stochastic delay differential equations , 2000 .
[27] Xuerong Mao,et al. Khasminskii-Type Theorems for Stochastic Differential Delay Equations , 2005 .
[28] Hiroshi Kunita,et al. Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms , 2004 .
[29] Xuerong Mao,et al. On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations , 2010, SIAM J. Math. Anal..
[30] G. Kallianpur. Stochastic differential equations and diffusion processes , 1981 .
[31] X. Mao,et al. Asymptotic properties of neutral stochastic differential delay equations , 2000 .