Related papers: Unpredictable solutions of Duffing type equations …

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We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…

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The Buridan's ass paradox is characterized by perpetual indecision between two states, which are never attained. When this problem is formulated as a dynamical system, indecision is modeled by a discrete-state Markov process determined by…

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Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

In this paper, we consider the second-order equations of Duffing type. Bounds for the derivative of the restoring force are given that ensure the existence and uniqueness of a periodic solution. Furthermore, the stability of the unique…

In this paper we discuss backward stochastic differential equations with Markov chain noise, having continuous drivers. We obtain the existence of a solution which is possibly not unique. Moreover, we show there is a minimal solution for…

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…