• Journal of the Chungcheong Mathematical Society
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• v.26 no.1
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• pp.71-84
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• 2013

In this paper we study some nonlinear Pachpatte type integral inequalities on time scales by using a Bihari type inequality. Our results unify some continuous inequalities and their corresponding discrete analogues, and extend these inequalities to dynamic inequalities on time scales. Furthermore, we give some examples concerning our results.

• Bulletin of the Korean Mathematical Society
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• v.41 no.3
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• pp.435-450
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• 2004

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.

• Journal of applied mathematics & informatics
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• v.37 no.1_2
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• pp.53-63
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• 2019

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.

• Bulletin of the Korean Mathematical Society
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• v.39 no.1
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• pp.53-62
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• 2002

We discuss the $\hbar-stability$ of perturbed Volterra difference systems by means of the resolvent matrix and discrete inequalities.

• Journal of the Chungcheong Mathematical Society
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• v.25 no.3
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• pp.589-597
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• 2012

In this paper we investigate the stability of solutions of the perturbed differential equations with the positive order of the perturbation by using the notion of the Lyapunov exponent of unperturbed equations and an integral inequality of Bihari type.

• Journal of applied mathematics & informatics
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• v.24 no.1_2
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• pp.427-435
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• 2007

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.