AbstractPositive results are derived concerning the long time dynamics of numerical simulations of stochastic differential equation systems with Markovian switching. Euler–Maruyama discretizations are shown to capture almost sure and moment exponential stability for all sufficiently small timesteps under appropriate conditions
We are concerned with the exponential stability problem of a class of nonlinear hybrid stochastic he...
Abstract-In the past few years, hybrid stochastic retarded systems (also known as stochastic retarde...
This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differen...
Positive results are derived concerning the long time dynamics of numerical simulations of stochasti...
AbstractPositive results are derived concerning the long time dynamics of numerical simulations of s...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
AbstractThis work is concerned with stability of stochastic differential delay equations with Markov...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
AbstractStability of stochastic differential equations with Markovian switching has recently receive...
This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which ...
AbstractA strong solutions approximation approach for mild solutions of stochastic functional differ...
Just as ordinary and partial differential equations are used extensively in modelling, stochastic d...
This paper is mainly concerned with whether the almost sure exponential stability of stochastic diff...
This survey addresses stability analysis for stochastic hybrid systems (SHS), which are dynamical sy...
In this paper, the exponential stability of stochastic differential equations driven by multiplicati...
We are concerned with the exponential stability problem of a class of nonlinear hybrid stochastic he...
Abstract-In the past few years, hybrid stochastic retarded systems (also known as stochastic retarde...
This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differen...
Positive results are derived concerning the long time dynamics of numerical simulations of stochasti...
AbstractPositive results are derived concerning the long time dynamics of numerical simulations of s...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
AbstractThis work is concerned with stability of stochastic differential delay equations with Markov...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
AbstractStability of stochastic differential equations with Markovian switching has recently receive...
This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which ...
AbstractA strong solutions approximation approach for mild solutions of stochastic functional differ...
Just as ordinary and partial differential equations are used extensively in modelling, stochastic d...
This paper is mainly concerned with whether the almost sure exponential stability of stochastic diff...
This survey addresses stability analysis for stochastic hybrid systems (SHS), which are dynamical sy...
In this paper, the exponential stability of stochastic differential equations driven by multiplicati...
We are concerned with the exponential stability problem of a class of nonlinear hybrid stochastic he...
Abstract-In the past few years, hybrid stochastic retarded systems (also known as stochastic retarde...
This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differen...
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