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A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…
This paper addresses the qualitative theory of mixed-order positive linear coupled systems with bounded or unbounded delays. First, we introduce a general result on the existence and uniqueness of solutions to mixed-order linear coupled…
In this paper, a general theorem on the equivalence of pth moment stability between stochastic differential delay equations (SDDEs) and their numerical methods is proved under the assumptions that the numerical methods are strongly…
We prove convergence of piecewise polynomial collocation methods applied to periodic boundary value problems for functional differential equations with state-dependent delays. The state dependence of the delays leads to nonlinearities that…
We describe a situation where an unstable equilibrium in a $3 \times 3$ system of linear differential equations may be stabilized by introducing a delayed response, i.e. converting to a system of delayed differential equations. This…
It is well-known that the exponential stability of Integral Difference Equations and Delay Difference Equations, in the usual state space of continuous functions, is equivalent to the location of the roots of its associated characteristic…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…
This paper gives necessary and sufficient conditions for the convergence of the solution of a weakly damped second order linear differential equation that is subjected to outside forcing, for which solutions of the unforced equation are…
In this paper, we deal with a class of multivalued backward doubly stochastic differential equations with time delayed coefficients. Based on a slight extension of the existence and uniqueness of solutions for backward doubly stochastic…
Stability of retarded differential equations is closely related to the existence of Lyapunov-Krasovskii functionals. Even if a number of converse results have been reported regarding the existence of such functionals, there is a lack of…
New methods are developed for the stabilization of a linear system with general time-varying distributed delays existing at the system's states, inputs and outputs. In contrast to most existing literature where the function of time-varying…
We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary…
In this paper we study the problem of convergence and generalization error bound of stochastic momentum for deep learning from the perspective of regularization. To do so, we first interpret momentum as solving an $\ell_2$-regularized…
In this paper, we delve into the intricacies of boundary stabilization for the linearized KP-II equation within the constraints of a bounded domain, a phenomenon known as ``critical length." Our primary aim is to design a feedback law that…
In this paper, the existence conditions of nonuniform mean-square exponential dichotomy (NMS-ED) for a linear stochastic differential equation (SDE) are established. The difference of the conditions for the existence of a nonuniform…
Various degenerate diffusion equations exhibit a waiting time phenomenon: Dependening on the "flatness" of the compactly supported initial datum at the boundary of the support, the support of the solution may not expand for a certain amount…
The solvability of a delay differential equation arising in the construction of quadratic cost functionals, i.e. Lyapunov functionals, for a linear time-delay system with a constant and a distributed delay is investigated. We present a…
Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous applied and control problems. Yet, practically valuable results are rare in this area. This paper develops a novel approach, which…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…