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Stochastic Functional Differential Equations
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The article was published on 1984-01-01 and is currently open access. It has received 639 citations till now. The article focuses on the topics: Stochastic partial differential equation & Stochastic differential equation.read more
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Stochastic Equations in Infinite Dimensions
Giuseppe Da Prato,Jerzy Zabczyk +1 more
TL;DR: In this paper, the existence and uniqueness of nonlinear equations with additive and multiplicative noise was investigated. But the authors focused on the uniqueness of solutions and not on the properties of solutions.
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Stability of stochastic differential equations with Markovian switching
TL;DR: In this paper, the authors discuss the exponential stability of nonlinear stochastic differential equations with Markovian switching and show that the stability can be improved by using Markovians.
Journal ArticleDOI
Exponential stability of stochastic delay interval systems with Markovian switching
TL;DR: The system discussed is the stochastic delay interval system with Markovian switching, which is a very advanced system and takes all the features of interval systems, Ito equations, and Markovians switching, as well as time lag, into account.
Journal ArticleDOI
Stability of stochastic delay neural networks
TL;DR: The main aim of this paper is to discuss almost sure exponential stability for a stochastic delay neural network d x(t)=[−Bx (t)+Ag(x τ (t))] d t+σ(x(t),g(xτ (t),t) d w( t) .
Book ChapterDOI
Stability and robust stability of time-delay systems: A guided tour
TL;DR: In this chapter, some recent stability and robust stability results on linear time-delay systems are outlined and some references where the reader can find more details and proofs are pointed out.