http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
h-STABILITY FOR NONLINEAR PERTURBED DIFFERENCE SYSTEMS
Choi, Sung-Kyu,Koo, Nam-Jip,Song, Se-Mok Korean Mathematical Society 2004 대한수학회보 Vol.41 No.3
We show that two concepts of h-stability and h-stability in variation for nonlinear difference systems are equivalent by using the concept of $n_{\infty}$-summable similarity of their associated variational systems. Also, we study h-stability for perturbed non-linear system y(n+1) =f(n,y(n)) + g(n,y(n), Sy(n)) of nonlinear difference system x(n+1) =f(n,x(n)) using the comparison principle and extended discrete Bihari-type inequality.
h-STABILITY OF PERTURBED VOLTERRA DIFFERENCE SYSTEMS
Choi, Sung-Kyu,Koo, Nam-Jip,Goo, Yoon-Hoe Korean Mathematical Society 2002 대한수학회보 Vol.39 No.1
We discuss the $\hbar-stability$ of perturbed Volterra difference systems by means of the resolvent matrix and discrete inequalities.
Young-Ho Kim 한국전산응용수학회 2019 Journal of applied mathematics & informatics Vol.37 No.1
In this paper, we show the existence of solution of the neutral stochastic functional dierential equations under non-Lipschitz condition, a weakened linear growth condition and a contractive condition. Further- more, in order to obtain the existence of solution to the equation we used the Picard sequence.
KIM, YOUNG-HO The Korean Society for Computational and Applied M 2019 Journal of applied mathematics & informatics Vol.37 No.1
In this paper, we show the existence of solution of the neutral stochastic functional differential equations under non-Lipschitz condition, a weakened linear growth condition and a contractive condition. Furthermore, in order to obtain the existence of solution to the equation we used the Picard sequence.
CONTINUOUS DEPENDENCE PROPERTIES ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
Fan, Sheng-Jun,Wu, Zhu-Wu,Zhu, Kai-Yong 한국전산응용수학회 2007 Journal of applied mathematics & informatics Vol.24 No.1
The existence theorem and continuous dependence property in $"L^2"$ sense for solutions of backward stochastic differential equation (shortly BSDE) with Lipschitz coefficients were respectively established by Pardoux-Peng and Peng in [1,2], Mao and Cao generalized the Pardoux-Peng's existence and uniqueness theorem to BSDE with non-Lipschitz coefficients in [3,4]. The present paper generalizes the Peng's continuous dependence property in $"L^2"$ sense to BSDE with Mao and Cao's conditions. Furthermore, this paper investigates the continuous dependence property in "almost surely" sense for BSDE with Mao and Cao's conditions, based on the comparison with the classical mathematical expectation.