Scholarlink

<p>We investigate the stability of the solution for stochastic differential equations driven by a new kind of weighted Gaussian noises and nonlinear Gaussian noises under the one-sided Lipschitz condition and its approximations. The almost surely stability, mean square stability, and numerical stability are obtained by transforming the original equation into an ordinary differential equation with random coefficients. Furthermore, the convergence of the numerical scheme is also obtained. Numerical experiments are performed to validate our theoretical results about the stability of numerical solutions.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Stability of dissipative stochastic differential equations driven by general Gaussian noises

  • 期刊论文

  • 发表日期：

    2026年6月22日

查看全文
  • Xiaochen Yang,
  • Yaozhong Hu

摘要

We investigate the stability of the solution for stochastic differential equations driven by a new kind of weighted Gaussian noises and nonlinear Gaussian noises under the one-sided Lipschitz condition and its approximations. The almost surely stability, mean square stability, and numerical stability are obtained by transforming the original equation into an ordinary differential equation with random coefficients. Furthermore, the convergence of the numerical scheme is also obtained. Numerical experiments are performed to validate our theoretical results about the stability of numerical solutions.