摘要:

In this paper we employ the theory of dererministic ordinary differential inequalities together with the concept of vector Lyapunov–like functional to develop basic comparison theorems for system of partial differential equations of parabolic type under Markovian structural perturbations.These results will be utilized to give sufficient conditions for the convergence and stability of the solution process of the system.We also characterize the effects of the random structural perturbations on the qualitative properties of such system. Moreover,the Lyapunov–like functional approach provides a mechanism to characterize the diffusion effects on the qualitative properties of the system.

ISSN:0736-2994    

DOI:10.1080/07362990008809692

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

In this paper,we firstly study the regularity of solutions of hyperbolic stochastic partial differential equations by proving that they almost surely belong to the anisotropic Besov–Orlicz spacecorresponding to the Young function M2(t)= exp (t2) - 1. Secondly, we establish a large deviation principle in this space for the law of the solutions which generalizes the result in Eddahbi [16] dealing with the Höder topology, weaker than the Besov-Orlicz topology the Strassen's iterated logarithm law for the Brownian sheet obtained in N’zi [29].

ISSN:0736-2994    

DOI:10.1080/07362990008809693

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

This paper deals with the stability for a class of nonlinear composite stochastic systems by feedback laws.Firstly,we give sufficient conditions for the existence of feedback laws which render the equilibrium solution of the stochastic system globally asymptotically stable in probability.Secondly,for stochastic systems of the same type,we prove that there exists a linear feedback law which exponentially stabilizes in mean square the closed–loop stochastic system at its equilibrium.

ISSN:0736-2994    

DOI:10.1080/07362990008809694

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

The paper is concerned with solutions of a multi–dimensional wave equation perturbed by a spatially dependent white noise. A spherical mean representation of the solutions is given. Based on such a representation, the regularity properties of the classical and generalized solutions are

ISSN:0736-2994    

DOI:10.1080/07362990008809695

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

Controlled discrete–time stochastic processes axe studied using the convex–analytic approach. Some new properties of strategic measures spaces are established, particular Markov models are considered. The meaningful example is presented.

ISSN:0736-2994    

DOI:10.1080/07362990008809696

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

The Known concepts of Lyapunov exponent, moment Lyapunov exponents, and stability index for stationary points of stochastic systems are carried over for invariant orbits with nonvanishing diffusion. The obtained geneal results are applied to investiating stochastic stability and stabilization of orbits on the plane. These questions are considered under small diffusion as well.

ISSN:0736-2994    

DOI:10.1080/07362990008809697

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

Some non–linear optimal stopping problems can be solved explicitly by using a common method which is based on time–change.We describe this method and illustrate its use by considering several examples dealing with Brownian motion.In each of these examples we derive explicit formulas for the value function and display the optimal stopping time. The main emphasis of the paper is on the method of proof and its unifying scope

ISSN:0736-2994    

DOI:10.1080/07362990008809698

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

The stochastic difference equations with Volterra type linear and nonlinear main term are considered in the paper.Conditions on a.s. boundedness of the solutions,asymptotic stability,exponential stability,and stability with a speed which differs from the exponential,are obtained.A numerous examples are presented.

ISSN:0736-2994    

DOI:10.1080/07362990008809699

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

For a multichannel Markovian queue with infinite waiting space the density function of the busy period is obtained in series form by using simple induction.The expression obtained can be used to find easily the moment of the length of the –channel busy period of any arbitrary order in an explicit form.

ISSN:0736-2994    

DOI:10.1080/07362990008809700

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362990008809691

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor