arXiv subjects

Hussein K. Asker

Publications and source records attributed to Hussein K. Asker.

3 recordsLinked to original sources

arXiv2022

Time-Variant System Reliability with Infinite Delay Based on Girsanov's Transformation

This work addresses the reliability of time-variant system appreciation models of dynamic systems, where regulatory equations are expressed as an infinite delay collection of stochastic functional differential equations (SFDEwID). Reliability estimation forms of series and parallel systems tackled depending on Monte Carlo simulations based on extends Girsanov's transformation for infinite delay SFDEs.

eess.SY↗

arXiv2019

Well-posedness and Exponential Estimates for the Solutions to Neutral Stochastic Functional Differential Equations with Infinite Delay

In this work, neutral stochastic functional differential equations with infinite delay (NSFDEwID) has been studied. The existence and uniqueness of solutions to NSFDEwID at the state space $ C_{r} $ under the local weak monotone condition, the weak coercivity condition and the global condition on the neutral term have been investigated. In addition, the $ \mathcal{L}^{2} $ and exponential estimates have been studied of NSFDEwID.

math.PR↗

arXiv2018

Stability in Distribution of Neutral Stochastic Functional Differential Equations with Infinite Delay

In this paper, we investigate stability in distribution of neutral stochastic functional differential equations with infinite delay (NSFDEwID) at the state space \begin{equation*} C_{r}=\{{φ\in C((-\infty,0];R^{d}):\|φ\|_{r}=\sup_{-\infty<θ\leq0}e^{rθ}\lvertφ(θ)\rvert} < \infty\ , \quad r > 0 \}. \end{equation*} We drive a sufficient strong monotone condition for the existence and uniqueness of the global solutions of NSFDEwID in the state space $ C_{r} $. We also address the stability of the solution map $ x_{t} $ and illustrate the theory with an example.

math.PR↗