[PDF][PDF] STABILITY ESTIMATES FOR SOLUTIONS OF A LINEAR NEUTRAL STOCHASTIC EQUATION
IA DZHALLADOVA - Citeseer
A linear stochastic functional differential equation of neutral type is considered. Sufficient
conditions for the exponential stability are derived by using Lyapunov-Krasovskii functionals …
conditions for the exponential stability are derived by using Lyapunov-Krasovskii functionals …
Stochastic Ordinary Differential and Difference Equations
M Grigoriu, M Grigoriu - Stochastic Systems: Uncertainty Quantification and …, 2012 - Springer
Methods are developed for solving ordinary differential and difference equations with
random coefficients and/or input. Following an introductory section (Sect. 1), we present …
random coefficients and/or input. Following an introductory section (Sect. 1), we present …
[HTML][HTML] Conditional Monte Carlo method for dynamic systems with random properties
M Grigoriu - Applied Mathematical Modelling, 2012 - Elsevier
A method is developed for calculating moments and other properties of states X (t) of
dynamic systems with random coefficients depending on semi-Markov processes ξ (t) and …
dynamic systems with random coefficients depending on semi-Markov processes ξ (t) and …
[PDF][PDF] Stability and Convergence Rate of Solutions in Linear Neutral Stochastic Systems
Systems of linear stochastic differential difference equations of neutral type are considered.
Sufficient conditions for the exponential stability are derived by using Lyapunov-Krasovskii …
Sufficient conditions for the exponential stability are derived by using Lyapunov-Krasovskii …
[引用][C] CONDITIONS OF EXPONENTIALLY INTEGRAL STABILITY OF SOLUTIONS IN NEUTRAL STOCHASTIC SYSTEMS
[引用][C] Convergence estimates for solutions of a linear neutral type stochastic equation
IA Dzhalladova, DY Khusainov - Functional Differential Equations, 2011