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Your search keyword '"delay differential equations"' showing total 2 results
Start Over Descriptor "delay differential equations" Topic fractional brownian motion Topic stochastic differential equations Publication Year Range This year
2 results on '"delay differential equations"'

1. Existence and Stability of Ulam–Hyers for Neutral Stochastic Functional Differential Equations.

Author

Selvam, Arunachalam, Sabarinathan, Sriramulu, Pinelas, Sandra, and Suvitha, Vaidhiyanathan

Subjects
*STOCHASTIC differential equations, *DELAY differential equations, *FUNCTIONAL differential equations, *BROWNIAN motion, *HILBERT space
Abstract

The primary aim of this paper is to focus on the stability analysis of an advanced neural stochastic functional differential equation with finite delay driven by a fractional Brownian motion in a Hilbert space. We examine the existence and uniqueness of mild solution of d x a (s) + g (s , x a (s - ω (s))) = I x a (s) + f (s , x a (s - ϱ (s))) d s + ς (s) d ϖ H (s) , 0 ≤ s ≤ T , x a (s) = ζ (s) , - ρ ≤ s ≤ 0. The main goal of this paper is to investigate the Ulam–Hyers stability of the considered equation. We have also provided numerical examples to illustrate the obtained results. This article also discusses the Euler–Maruyama numerical method through two examples. [ABSTRACT FROM AUTHOR]

Published
2024
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2. Existence and uniqueness of solution for fully coupled fractional forward–backward stochastic differential equations with delay and anticipated term.

Author

Kyong-Il, Ri and Myong-Guk, Sin

Subjects
*DELAY differential equations, *STOCHASTIC differential equations, *CONTINUATION methods
Abstract

This paper deals with fully coupled fractional forward–backward stochastic differential equations (FBSDEs) with delay and anticipated term. In these equations the coefficients depend on not only the future state but also the past one. We investigate the existence and uniqueness result for such FBSDEs by using the method of continuation. We also obtain a comparison theorem. • An existence and uniqueness result for fractional FBSDEs is established. • The main result is proved by using the continuation method. • A comparison theorem for fractional AFBSDDEs is also presented. [ABSTRACT FROM AUTHOR]

Published
2024
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