Asymptotic stability of Itô differential systems with retarded argument (Q5926553): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q3800818 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4846403 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3362469 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3959169 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4224262 / rank | |||
Normal rank |
Latest revision as of 15:41, 3 June 2024
scientific article; zbMATH DE number 1577478
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic stability of Itô differential systems with retarded argument |
scientific article; zbMATH DE number 1577478 |
Statements
Asymptotic stability of Itô differential systems with retarded argument (English)
0 references
21 October 2001
0 references
For a given number \(p\), \(1\leq p<\infty\), and a positive scalar function \(\gamma(t)\), \(t\in [0, +\infty)\), introduce the following space: \[ M_p^\gamma=\left\{x:x\in D^n,\quad\|x\|_{M_p^\gamma}\overset\text{def}= \left(\sup_{t\geq 0}E|\gamma(t)x(t)|^p\right)^{1/p}<\infty\right\}, \] where \(D^n\) is the linear space of \(n\)-dimensional progressively measurable random processes on \([0, +\infty)\) whose trajectories are continuous almost surely and \(E\) is the expectation. The author investigates the \(M_p^\gamma\)-stability for linear Itô differential equations with lumped delay. The case of unbounded delay is investigated in detail. \(M_p^\gamma\)-stability conditions for the studied equations in terms of their parameters are given.
0 references
stochastic delay equations
0 references
linear Itô differential equations
0 references
lumped delay
0 references
asymptotic stability
0 references
Wiener processes
0 references
stability conditions
0 references