Solvability of Kolmogorov-Fokker-Planck equations for vectorjump processes and occupation time on hypersurfaces.
Some estimates on exponentials of solutions to stochastic differential equations.
Some extensions of Ito's formula
Some limit theorems for one type of stochastic integro-differential equations.
Some Markov properties of stochastic differential equations with jumps
Some remarkable pure martingales
Some remarks on boundary value problems for linear stochastic differential equations
Some remarks on Pitman's theorem
Some remarks on the heat flow for functions and forms.
Square-mean almost periodic solutions nonautonomous stochastic differential equations.
Stability analysis of stochastic reaction-diffusion Cohen-Grossberg neural networks with time-varying delays.
Stability of invariant measure of a stochastic differential equation describing molecular rotation
Stability of an invariant measure of stochastic differential equation with respect to bounded pertubations of its coefficients is investigated. The results as well as some earlier author's results on Liapunov type stability of the invariant measure are applied to a system describing molecular rotation.
Stability of invariant sets of Itô stochastic differential equations with Markovian switching.
Stability of nonlinear neutral stochastic functional differential equations.
Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes.
Stability of solutions of BSDEs with random terminal time
In this paper, we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time. More precisely, we are going to show that if (Wn) is a sequence of scaled random walks or a sequence of martingales that converges to a Brownian motion W and if is a sequence of stopping times that converges to a stopping time τ, then the solution of the BSDE driven by Wn with random terminal time converges to the solution...
Stability of stochastic differential equations in manifolds
Stability of the positive point of equilibrium of Nicholson's blowflies equation with stochastic perturbations: numerical analysis.
Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback
In this paper we give sufficient conditions under which a nonlinear stochastic differential system without unforced dynamics is globally asymptotically stabilizable in probability via time-varying smooth feedback laws. The technique developed to design explicitly the time-varying stabilizers is based on the stochastic Lyapunov technique combined with the strategy used to construct bounded smooth stabilizing feedback laws for passive nonlinear stochastic differential systems. The interest of this...
Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback
In this paper we give sufficient conditions under which a nonlinear stochastic differential system without unforced dynamics is globally asymptotically stabilizable in probability via time-varying smooth feedback laws. The technique developed to design explicitly the time-varying stabilizers is based on the stochastic Lyapunov technique combined with the strategy used to construct bounded smooth stabilizing feedback laws for passive nonlinear stochastic differential systems. The interest of this...