Stability in probability of nonlinear stochastic systems with delay (Q1907393): Difference between revisions
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Revision as of 17:07, 10 February 2024
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| English | Stability in probability of nonlinear stochastic systems with delay |
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Stability in probability of nonlinear stochastic systems with delay (English)
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21 February 1996
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This paper considers a stochastic differential equation with a right hand side that has terms that are linear in delayed state, terms where delayed states are multiplied by Wiener processes, and terms that are nonlinear functions of the delayed state with available upper bounds in terms of the powers of the state. The Lyapunov method is used to derive a sufficient condition for the stability in probability of the null solution.
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functional differential
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stochastic differential equation
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delay
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Lyapunov method
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stability
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