Our main aim is to develop the existence theory for the solutions to stochastic dierential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler{Maruyama approximate solutions under the local Lipschitz condition. As an application, our results are used to discuss a stochastic delay population system with Markovian switching
The objective of this paper is to give the Caratheodory approximation solution for a stochastic evol...
AbstractA strong solutions approximation approach for mild solutions of stochastic functional differ...
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving ...
Our main aim is to develop the existence theory for the solutions to stochastic differential delay e...
AbstractRecently, stochastic differential equations with Markovian switching (SDEwMS) have received ...
In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic di...
In this work, we are concerned with neutral stochastic differential delay equations with Markovian s...
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...
AbstractThe main aim of this paper is to discuss the almost surely asymptotic stability of the neutr...
The Euler method is introduced for stochastic differential delay equations (SDDEs) with Poisson rand...
In principle, once the existence of the stationary distribution of a stochastic differential equatio...
Based on the influence of random environmental perturbations and the patch structure, we propose a s...
AbstractStability in distribution of stochastic differential equations with Markovian switching and ...
Abstract:- Recently Mao [13] established a number of useful stability criteria in terms of M-matrice...
The objective of this paper is to give the Caratheodory approximation solution for a stochastic evol...
AbstractA strong solutions approximation approach for mild solutions of stochastic functional differ...
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving ...
Our main aim is to develop the existence theory for the solutions to stochastic differential delay e...
AbstractRecently, stochastic differential equations with Markovian switching (SDEwMS) have received ...
In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic di...
In this work, we are concerned with neutral stochastic differential delay equations with Markovian s...
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...
AbstractThe main aim of this paper is to discuss the almost surely asymptotic stability of the neutr...
The Euler method is introduced for stochastic differential delay equations (SDDEs) with Poisson rand...
In principle, once the existence of the stationary distribution of a stochastic differential equatio...
Based on the influence of random environmental perturbations and the patch structure, we propose a s...
AbstractStability in distribution of stochastic differential equations with Markovian switching and ...
Abstract:- Recently Mao [13] established a number of useful stability criteria in terms of M-matrice...
The objective of this paper is to give the Caratheodory approximation solution for a stochastic evol...
AbstractA strong solutions approximation approach for mild solutions of stochastic functional differ...
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving ...