AbstractThis paper deals with the boundedness in probability and convergence for solutions of stochastic Liénard-type equations. Some explicit conditions to ensure that all solution is bounded in probability and convergent to some fixed sets are obtained. We also show that white noise can affect the boundedness of corresponding deterministic Liénard equations
AbstractA strong solutions approximation approach for mild solutions of stochastic functional differ...
Abstract. This paper considers the rate of growth of the almost sure partial maxima of the solutions...
AbstractThe main aim of this paper is to discuss the almost surely asymptotic stability of the neutr...
This paper is concerned with the boundedness, exponential stability and almost sure asymptotic stabi...
Abstract:- Recently Mao [13] established a number of useful stability criteria in terms of M-matrice...
AbstractStability of stochastic differential equations with Markovian switching has recently been di...
AbstractStability in distribution of stochastic differential equations with Markovian switching and ...
This paper is concerned with existence, uniqueness, and almost sure exponential stability of solutio...
Using key tools such as Itô’s formula for general semimartingales, Kunita’s moment estimates for Le...
Stability of stochastic differential equations with Markovian switching has recently been discussed ...
AbstractStability of stochastic differential equations with Markovian switching has recently receive...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
AbstractWe develop the Euler–Maruyama scheme for a class of stochastic differential equations with M...
In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic di...
Consider the nonlinear Ito ̂ stochastic differential equations with Markovian switching, some suffic...
AbstractA strong solutions approximation approach for mild solutions of stochastic functional differ...
Abstract. This paper considers the rate of growth of the almost sure partial maxima of the solutions...
AbstractThe main aim of this paper is to discuss the almost surely asymptotic stability of the neutr...
This paper is concerned with the boundedness, exponential stability and almost sure asymptotic stabi...
Abstract:- Recently Mao [13] established a number of useful stability criteria in terms of M-matrice...
AbstractStability of stochastic differential equations with Markovian switching has recently been di...
AbstractStability in distribution of stochastic differential equations with Markovian switching and ...
This paper is concerned with existence, uniqueness, and almost sure exponential stability of solutio...
Using key tools such as Itô’s formula for general semimartingales, Kunita’s moment estimates for Le...
Stability of stochastic differential equations with Markovian switching has recently been discussed ...
AbstractStability of stochastic differential equations with Markovian switching has recently receive...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
AbstractWe develop the Euler–Maruyama scheme for a class of stochastic differential equations with M...
In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic di...
Consider the nonlinear Ito ̂ stochastic differential equations with Markovian switching, some suffic...
AbstractA strong solutions approximation approach for mild solutions of stochastic functional differ...
Abstract. This paper considers the rate of growth of the almost sure partial maxima of the solutions...
AbstractThe main aim of this paper is to discuss the almost surely asymptotic stability of the neutr...
DOI
Add to ORKG