Temat: stochastic delay differential equations - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Stability criteria for a class of stochastic distributed delay systems
Autorzy:: Ficak, B.
Klamka, J.
Powiązania:: https://bibliotekanauki.pl/articles/201928.pdf
Data publikacji:: 2013
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:: stochastic delay differential equations
stability
boundedness
distributed delay
Opis:: In the paper linear distributed delay stochastic systems are considered. Using theory of stochastic differential equations sufficient conditions for different kinds of stability are formulated and proved. The article attempts to generalise results presented in the paper [1] and thus theorems proved in [1] become a special case of a generalised approach. The considered class is wider - the function that influence dynamics of a problem can be a real solution of N-degree linear deterministic differential equation. Therefore the generalised reduction technique of distributed delay to lumped delay has to be applied. Criteria for numerous properties of the aforementioned class followed Mao theory designed for point delay systems [2, 3].
Źródło:: Bulletin of the Polish Academy of Sciences. Technical Sciences; 2013, 61, 1; 221-228
0239-7528
Pojawia się w:: Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Approximation of the Zakai Equation in a Nonlinear Filtering Problem With Delay
Autorzy:: Twardowska, K.
Marnik, T.
Pasławska-Południak, M.
Powiązania:: https://bibliotekanauki.pl/articles/908197.pdf
Data publikacji:: 2003
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:: stochastic differential equations with delay
Zakai's equation
nonlinear filtering
matematyka
Opis:: A nonlinear filtering problem with delays in the state and observation equations is considered. The unnormalized conditional probability density of the filtered diffusion process satisfies the so-called Zakai equation and solves the nonlinear filtering problem. We examine the solution of the Zakai equation using an approximation result. Our theoretical deliberations are illustrated by a numerical example.
Źródło:: International Journal of Applied Mathematics and Computer Science; 2003, 13, 2; 151-160
1641-876X
2083-8492
Pojawia się w:: International Journal of Applied Mathematics and Computer Science
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Existence and controllability of fractional-order impulsive stochastic system with infinite delay
Autorzy:: Guendouzi, Toufik
Powiązania:: https://bibliotekanauki.pl/articles/729324.pdf
Data publikacji:: 2013
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: existence result
approximate controllability
fractional stochastic differential equations
resolvent operators
infinite delay
Opis:: This paper is concerned with the existence and approximate controllability for impulsive fractional-order stochastic infinite delay integro-differential equations in Hilbert space. By using Krasnoselskii's fixed point theorem with stochastic analysis theory, we derive a new set of sufficient conditions for the approximate controllability of impulsive fractional stochastic system under the assumption that the corresponding linear system is approximately controllable. Finally, an example is provided to illustrate the obtained theory.
Źródło:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2013, 33, 1; 65-87
1509-9407
Pojawia się w:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:: Biblioteka Nauki

Artykuł

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