In this paper, we discuss various stability in mean square of large-scaledynamical systems described by stochastic differential equations of neutral-type,using the method of lumped iteration.
随机中立型大系统的稳定性廖晓昕,毛学荣(华中理工大学数学系)(Strathclyde大学统计与模型科学系)关键词中立型随机微分方程;均方稳定性;大系统中国分类号O211。
Convergence of numerical solutions to a class of stochastic neutral differential equations
一类随机中立型微分方程数值解的收敛性
The Studies for Some Problems in Neutral Stochastic Differential Equations
中立型随机微分方程中若干问题的研究
Exponential stability of neutral stochastic differential equations with Markov switches
带Markov跳的中立型随机微分方程的指数稳定性
The Asymptotic Analysis of Neutral Stochastic Functional Differential Equations;
中立型随机泛函微分方程的渐近分析
Stochastic boundness of neutral stochastic functional differential equation
中立型随机泛函微分方程解的随机有界性
Asymptotic Properties of Solutions of Neutral Stochastic Functional Differential Equations
中立型随机泛函微分方程解的渐近性质
Convergence of numerical solutions to a class of stochastic neutral differential equations
一类随机中立型微分方程数值解的收敛性
Mean-square Convergence of Balanced Semi-implicit Euler Methods for Neutral Stochastic Pantograph Equations
中立型随机比例延迟微分方程平衡半隐式Euler方法的均方收敛性
Attraction of neutral stochastic differential delay equations with Markovian switching
马尔可夫调制的中立型随机时滞微分方程的弱吸引性
On the pth Moment Exponential Stability Criteria of Neutral Stochastic Functional Differential Equations with Jumps
关于带跳中立型随机泛函微分方程p阶矩指数稳定性准则(英文)
Convergence of Numerical Solutions to Neutral Stochastic Differential Quations with Poisson Jump
具有Poisson跳的随机中立型微方程数值解的收敛性
The Applications of LMI Approach to Stochastic Delay Differential Equations;
LMI方法在随机延迟微分方程中的应用
Backward Stochastic Differential Equation and Malliavin Derivative Applied in Finance
倒向随机微分方程和Malliavin微分在金融中的应用
A Survey of Weak Approximations of Stochastic Differential Equations with Jumps
跳跃型随机微分方程的弱收敛数值方法概述
Practical Stability and Numerical Computation of Filippov-type Ordinary Differential Equations and Stochastic Differential Equations
Filippov-型常微分方程和随机微分方程的实用稳定性及数值计算
The Expression of Some Solutions of Some Neutral Dif ferential Difference Equations
一类中立型微分方程部分解的表达式
Numerical Analysis of Nonlinear Neutral Functional Differential Equations;
非线性中立型泛函微分方程数值分析
Hopf Bifurcation of First Order Neutral Logistic Differential Equations;
一阶中立型Logistic微分方程的Hopf分支
Oscillation for Neutral Differential Equations with Distributed Delays;
具分布时滞中立型微分方程的振动性
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