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Polynomial stability of exact solution and modified truncated Euler-Maruyama method for stochastic differential equations with time-dependent delay are investigated in this paper. By using the well known discrete semimartingale convergence…

Probability · Mathematics 2018-01-16 Guangqiang Lan , Fang Xia , Qiushi Wang

In this paper, we study the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, which means that the solution lies between two prescribed processes. A new kind of approximate…

Probability · Mathematics 2019-12-13 Hanwu Li , Yongsheng Song

For a nonlinear equation with several variable delays $$ \dot{x}(t)=\sum_{k=1}^m f_k(t, x(h_1(t)),\dots,x(h_l(t)))-g(t,x(t)), $$ where the functions $f_k$ increase in some variables and decrease in the others, we obtain conditions when a…

Dynamical Systems · Mathematics 2016-06-10 Leonid Berezansky , Elena Braverman

This paper establishes an existence theory for discrete second-order boundary value problems on non-uniform time grids using the upper and lower solution method. We consider difference equations of the form $u^{\Delta\Delta}(t_{i-1}) +…

General Mathematics · Mathematics 2025-08-08 Shalmali Bandyopadhyay , Kimser Lor

We consider delay differential equations with a polynomially distributed delay. We derive an equivalent system of delay differential equations, which includes just two discrete delays. The stability of the equivalent system and its…

Numerical Analysis · Mathematics 2024-09-27 Roland Pulch

We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not…

Probability · Mathematics 2009-05-15 Massimiliano Gubinelli , Antoine Lejay

We study controlled differential equations with unbounded drift terms, where the driving paths is $\nu$ - H\"older continuous for $\nu \in (\frac{1}{3},\frac{1}{2})$, so that the rough integral are interpreted in the Gubinelli sense…

Probability · Mathematics 2020-10-19 Luu Hoang Duc

We consider difference equations of the form $x_{n+1}=F_0(x_n,\ldots,x_{n-k+1}),$ and increase the delay through a process of successive substitutions to obtain a sequence of systems $y_{n+1}=F_j(x_{n-j},\ldots,x_{n-k-j+1}),\;…

Dynamical Systems · Mathematics 2025-05-19 Ziyad AlSharawi , Jose S. Cánovas

This paper considers linear functional equations on $\mathbb R^d$ with distributed delays defined by matrix-valued measures of bounded variation. More precisely, we are interested in providing conditions to ensure that the exponential…

Dynamical Systems · Mathematics 2025-10-30 Yacine Chitour , Felipe Gonçalves Netto , Guilherme Mazanti

We prove global existence, uniqueness and stability of entropy solutions with $L^2\cap L^\infty$ initial data for a general family of negative order dispersive equations. It is further demonstrated that this solution concept extends in a…

Analysis of PDEs · Mathematics 2023-09-06 Ola I. H. Maehlen , Jun Xue

The paper deals with a class of cooperative functional differential equations (FDEs) with infinite delay, for which sufficient conditions for persistence and permanence are established. Here, the persistence refers to all solutions with…

Classical Analysis and ODEs · Mathematics 2017-03-02 Teresa Faria

We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is…

Probability · Mathematics 2023-11-10 Lukas Anzeletti , Alexandre Richard , Etienne Tanré

We adapt the method of solution regions to prove new existence and localization results for systems of discontinuous differential equations. Some assumptions concerning the definition of a solution region are relaxed and thus our results…

Classical Analysis and ODEs · Mathematics 2023-02-14 Jorge Rodríguez-López

We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.

Mathematical Physics · Physics 2007-05-23 Paolo Amore , Hakan Ciftci , Francisco M. Fernandez

We reinvestigate the dynamical behavior of a first order scalar nonlinear delay differential equation with piecewise linearity and identify several interesting features in the nature of bifurcations and chaos associated with it as a…

Chaotic Dynamics · Physics 2015-06-26 D. V. Senthilkumar , M. Lakshmanan

In the present paper, we introduce a new family of $ \theta-$methods for solving delay differential equations. New methods are developed using a combination of decomposition technique viz. new iterative method proposed by Daftardar Gejji…

Numerical Analysis · Mathematics 2021-02-16 Yogita Mahatekar , Pallavi S. Scindia

We show existence and uniqueness of solutions of stochastic path-dependent differential equations driven by cadlag martingale noise under joint local monotonicity and coercivity assumptions on the coefficients with a bound in terms of the…

Probability · Mathematics 2019-08-29 Sima Mehri , Michael Scheutzow

Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to…

Probability · Mathematics 2007-05-23 V. P. Kurenok

This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the solution for locally Lipschitz GSDEs is obtained by…

Probability · Mathematics 2014-12-22 Xinpeng Li , Xiangyun Lin , Yiqing Lin

In this paper we study geometric aspects of dynamics generated by Young differential equations (YDE) driven by $\alpha$-H\"older trajectories with $\alpha \in (1/2, 1)$. We present a number of properties and geometrical constructions on…

Dynamical Systems · Mathematics 2022-04-08 Lourival Lima , Paulo Ruffino , Pedro Catuogno