Exponential stability of neural stochastic Hopfield neural networks with time varying delays
- Mathematics2019 IEEE Conference on Control Technology and Applications (CCTA)
Under some reasonable conditions, some sufficient criteria are obtained to check the exponential stability of the considered neural networks with time varying delays.
Coexistence and extinction for stochastic Kolmogorov systems
- MathematicsThe Annals of Applied Probability
This work extends results on two dimensional Lotka-Volterra models, two dimensional predator-prey models, $n$ dimensional simple food chains, and two predator and one prey models, and shows how one can use the methods to classify the dynamics of any two-dimensional stochastic Kolmogorov system satisfying some mild assumptions.
Dissipativity analysis of stochastic memristor-based recurrent neural networks with discrete and distributed time-varying delays
- Mathematics, Computer ScienceNetwork
The model of the stochastic MRNNs with discrete and distributed delays is established and sufficient conditions for dissipativity criterion are established using the stoChastic analysis theory and Itô’s formula for Stochastic differential equations.
EXISTENCE, UNIQUENESS AND PROPERTIES OF MARKOV PERFECT NASH EQUILIBRIUM IN A STOCHASTIC DIFFERENTIAL GAME OF A PRODUCTIVE ASSET
- Economics, Mathematics
This paper analyzes a non-cooperative and symmetric dynamic game where players have free access to a productive asset whose evolution is a diffusion process with Brownian uncertainty. A…
Stochastic Stabilization of Linear Systems Driven by Reflecting Brownian Motion
This paper investigates the perturbation of an unstable linear differential equation by random noise that is a reflecting Brownian motion. A sufficient almost sure exponential stability condition for…
Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations
- MathematicsInt. J. Comput. Math.
Under a delay-dependent condition for the stability of the exact solution, it is proved that the backward Euler method is mean-square exponentially stable for all positive stepsizes.
On asymptotic convergence and boundedness of stochastic systems with time-delay
Global stability analysis for stochastic coupled systems on networks
Mean-square stability of Euler method for nonlinear neutral stochastic delay differential equations
- Mathematics2011 IEEE 2nd International Conference on Computing, Control and Industrial Engineering
Stochastic differential equations can always simulate the scientific problem in practical truthfully. They have been widely used in Physics, Chemistry, Cybernetics, Finance, Neural Networks,…
Large fluctuations of stochastic differential equations with regime switching: applications to simulation and finance
- MathematicsIrish Mathematical Society Bulletin
This thesis deals with the asymptotic behaviour of various classes of stochastic differential equations (SDEs) and their discretisations. More specifically, it concerns the largest fluctuations of…