### Adaptive pinning synchronization of complex networks with stochastic perturbations.

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A nonlinear filtering problem with delays in the state and observation equations is considered. The unnormalized conditional probability density of the filtered diffusion process satisfies the so-called Zakai equation and solves the nonlinear filtering problem. We examine the solution of the Zakai equation using an approximation result. Our theoretical deliberations are illustrated by a numerical example.

We discuss the effect of time delay on blow-up of solutions to initial-boundary value problems for nonlinear reaction-diffusion equations. Firstly, two examples are given, which indicate that the delay can both induce and prevent the blow-up of solutions. Then we show that adding a new term with delay may not change the blow-up character of solutions.

A delay stochastic method is introduced to control a certain class of chaotic systems. With the Lyapunov method, a suitable kind of controllers with multiplicative noise is designed to stabilize the chaotic state to the equilibrium point. The method is simple and can be put into practice. Numerical simulations are provided to illustrate the effectiveness of the proposed controllable conditions.

This paper is concerned with the existence and approximate controllability for impulsive fractional-order stochastic infinite delay integro-differential equations in Hilbert space. By using Krasnoselskii's fixed point theorem with stochastic analysis theory, we derive a new set of sufficient conditions for the approximate controllability of impulsive fractional stochastic system under the assumption that the corresponding linear system is approximately controllable. Finally, an example is provided...

The paper is motivated by the study of interesting models from economics and the natural sciences where the underlying randomness contains jumps. Stochastic differential equations with Poisson jumps have become very popular in modeling the phenomena arising in the field of financial mathematics, where the jump processes are widely used to describe the asset and commodity price dynamics. This paper addresses the issue of approximate controllability of impulsive fractional stochastic differential...

Computational models for human decision making are typically based on the properties of bistable dynamical systems where each attractor represents a different decision. A limitation of these models is that they do not readily account for the fragilities of human decision making, such as “choking under pressure”, indecisiveness and the role of past experiences on current decision making. Here we examine the dynamics of a model of two interacting neural populations with mutual time–delayed inhibition....