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It is well known that various environmental factors, such as temperature, rainfall and humidity, strongly influence the development and reproduction of mosquito populations and thus the transmission dynamics of mosquito-borne diseases. In this paper, a stochastic noise is introduced to describe the effects of environmental changes on mosquito population dynamics. Considering the waiting period of wild mosquitoes from mating to emergence, the finite-time stability of wild mosquitoes by releasing Wolbachia-infected mosquitoes was studied using a stochastic differential equation with time-varying delay. Finite-time stability describes the phenomenon that the bound of the state does not exceed a specified threshold at a fixed time interval. Sufficient conditions for the finite-time stability are obtained by employing the Lyapunov function and stochastic comparison theorem. Numerical simulations are also provided to illustrate our theoretical results. [ABSTRACT FROM AUTHOR]

The polynomial stability problem of stochastic delay differential equations has been studied in recent years. In contrast, there are relatively few works on stochastic partial differential equations with pantograph delay. The present paper is devoted to investigating large-time asymptotic properties of solutions for stochastic pantograph delay evolution equations with nonlinear multiplicative noise. We first show that the mild solutions of stochastic pantograph delay evolution equations with nonlinear multiplicative noise tend to zero with general decay rate (including both polynomial and logarithmic rates) in the p th moment and almost sure senses. The analysis is based on the Banach fixed point theorem and various estimates involving the gamma function. Moreover, by using a generalized version of the factorization formula and exploiting an approximation technique and a convergence analysis, we construct the nontrivial equilibrium solution, defined for t ∈ ℝ , for stochastic pantograph delay evolution equations with nonlinear multiplicative noise. In particular, the uniqueness, Hölder regularity in time and general stability, in the p th moment and almost sure senses, of the nontrivial equilibrium solution are established. [ABSTRACT FROM AUTHOR]

In this paper, we prove a result of existence and uniqueness of solutions to coupled forward–backward stochastic differential equations with delayed generators under a Lipschitz condition. [ABSTRACT FROM AUTHOR]

In this paper, we establish an averaging principle for neutral stochastic fractional differential equations with non-Lipschitz coefficients and with variable delays, driven by Lévy noise. Our result shows that the solutions of the equations concerned can be approximated by the solutions of averaged neutral stochastic fractional differential equations in the sense of convergence in mean square. As an application, we present an example with numerical simulations to explore the established averaging principle. [ABSTRACT FROM AUTHOR]

We prove that distribution-dependent (also called McKean–Vlasov) stochastic delay equations of the form d X (t) = b (t , X t , ℒ X t ) d t + σ (t , X t , ℒ X t ) d W (t) have unique (strong) solutions in finite as well as infinite-dimensional state spaces if the coefficients fulfill certain monotonicity assumptions. [ABSTRACT FROM AUTHOR]

A class of super-linear stochastic delay differential equations (SDDEs) with variable delay and Markovian switching is considered. The main aim of this paper is to investigate the convergence and stability properties of partially truncated Euler–Maruyama (EM) method applied to the SDDEs with variable delay and Markovian switching under the generalized Khasminskii-type condition. [ABSTRACT FROM AUTHOR]

In this paper, we investigate the existence of almost periodic solutions for fractional impulsive neutral stochastic differential equations with infinite delay in Hilbert space. The main conclusion is obtained by using fractional calculus, operator semigroup and fixed point theorem. In the end, we give an example to illustrate our main results. [ABSTRACT FROM AUTHOR]

In this note we prove that a fractional stochastic delay differential equation which satisfies natural regularity conditions generates a continuous random dynamical system on a subspace of a Hölder space which is separable. [ABSTRACT FROM AUTHOR]