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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…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…

Probability · Mathematics 2016-02-29 Qiong Wu

This paper establishes an existence theory for distributed periodic solutions to Newton's equation with stochastic time-periodic forcing, where the friction matrix is the Hessian of a twice continuously differentiable friction function.…

Dynamical Systems · Mathematics 2025-09-10 Junxia Duan , Jifa Jiang , Jie Xu

The work concerns multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations with non-Lipschitz…

Probability · Mathematics 2024-01-02 Huijie Qiao , Jun Gong

In this paper, we use a unified framework to study Poisson stable (including stationary, periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, almost recurrent in the sense of Bebutov, Levitan almost periodic,…

Dynamical Systems · Mathematics 2020-02-04 Xin Liu , Zhenxin Liu

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

Probability · Mathematics 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

We consider existence and stability of an almost periodic solution of the quasilinear system of differential equations with piecewise constant argument of generalized type. The associated linear homogeneous system satisfies exponential…

Dynamical Systems · Mathematics 2016-09-07 M. U. Akhmet

In this article, we introduce Lyapunov-type results to investigate the stability of the trivial solution of a Stieltjes dynamical system. We utilize prolongation results to establish the global existence of the maximal solution. Using…

Classical Analysis and ODEs · Mathematics 2024-09-06 Lamiae Maia , Noha El Khattabi , Marlène Frigon

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

Dynamical Systems · Mathematics 2017-08-18 Bin Zhou

This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…

Systems and Control · Computer Science 2019-03-01 Yohei Hosoe , Tomomichi Hagiwara

We show that the unique solution to a semilinear stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion is almost periodic in a sense related to random dynamical systems. This type of…

Probability · Mathematics 2025-02-25 Nicolas Marie , Paul Raynaud de Fitte

We show that, contrarily to what is claimed in some papers, the nontrivial solutions of some stochastic differential equations with almost periodic coefficients are never mean square almost periodic (but they can be almost periodic in…

Probability · Mathematics 2013-04-09 Omar Mellah , Paul Raynaud De Fitte

We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…

Classical Analysis and ODEs · Mathematics 2020-02-04 Pablo Amster , Melanie Bondorevsky

In this work, we present basic results and applications of Stepanov pseudo almost periodic functions with measures. Using only the continuity assumption, we prove a new composition result of $\mu$-pseudo almost periodic functions in…

Analysis of PDEs · Mathematics 2021-12-01 K. Khalil , M. Kostić , M. Pinto

Khasminski's \cite{chas1980stochastic} showed that many of the asymptotic stability and the integrability properties of the solutions to the Stochastic Differential Equations (SDEs) can be obtained using Lyapunov functions techniques. These…

Numerical Analysis · Mathematics 2016-08-11 Lukasz Szpruch , X\=ılíng Zhāng

This paper proposes a notion of viscosity weak supersolutions to build a bridge between stochastic Lyapunov stability theory and viscosity solution theory. Different from ordinary differential equations, stochastic differential equations…

Optimization and Control · Mathematics 2022-09-20 Yuki Nishimura , Kenta Hoshino

The present paper is concerned with strong stability of solutions of non-autonomous equations of the form $\dot u(t)=A(t)u(t)$, where $A(t)$ is an unbounded operator in a Banach space depending almost periodically on $t$. A general…

Dynamical Systems · Mathematics 2014-07-29 Bui Xuan Dieu , Luu Hoang Duc , Stefan Siegmund , Nguyen Van Minh

This paper provides two results that are useful in the study of the existence and the stability properties of a periodic solution for a given dynamical system. The first result deals with scalar time-periodic systems and establishes the…

Optimization and Control · Mathematics 2026-02-17 Iasson Karafyllis , Miroslav Krstic

In this work characterizations of notions of output stability for uncertain time-varying systems described by retarded functional differential equations are provided. Particularly, characterizations by means of Lyapunov and Razumikhin…

Optimization and Control · Mathematics 2007-05-23 Iasson Karafyllis , Pierdomenico Pepe , Zhong-Ping Jiang