Stability in distribution of stochastic functional differential equations

DOI10.1016/J.SYSCONLE.2019.104513zbMath1425.93299OpenAlexW2969915891MaRDI QIDQ2327409

Ya Wang, Fuke Wu, Xuerong Mao

Publication date: 14 October 2019

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/69300/

zbMATH Keywords

Brownian motionItô formulastochastic functional differential equationsstability in distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by functional-differential equations (93C23) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50)

Cites Work

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• Stability of functional differential equations
• Stability in distribution for a class of singular diffusions
• Razumikhin-type theorems on exponential stability of stochastic functional differential equations
• Invariant measures for stochastic functional differential equations
• Stability of a random diffusion with linear drift
• The improved LaSalle-type theorems for stochastic functional differential equations
• Ergodicity for functional stochastic differential equations and applications
• On stability in distribution of stochastic differential delay equations with Markovian switching
• Subgeometric rates of convergence of Markov processes in the Wasserstein metric
• Stability in distribution of stochastic differential delay equations with Markovian switching
• Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
• A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching
• Exponential ergodicity for retarded stochastic differential equations
• Stationary distributions for retarded stochastic differential equations without dissipativity
• Existence and uniqueness of solutions of stochastic functional differential equations

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