ALMOST SURE EXPONENTIAL STABILITY OF DELAY EQUATIONS WITH DAMPED STOCHASTIC PERTURBATION

DOI10.1081/SAP-100001183zbMath0980.60081MaRDI QIDQ2710468

Xuerong Mao

Publication date: 24 February 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic equationsexponential stabilitydifferential delay equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

Related Items (5)

LONG TERM BEHAVIOR OF DICHOTOMOUS STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES ⋮ Discrete bilinear stochastic systems with time-varying delay: Stability analysis and control synthesis ⋮ Fixed points and exponential stability for stochastic Volterra-Levin equations ⋮ Stochastic Volterra equations in weighted spaces ⋮ Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

Cites Work

• Unnamed Item
• Hyperinvariant subspaces for bilateral weighted shifts
• Semimartingales: A course on stochastic processes
• Existence and uniqueness of the solutions of delay stochastic integral equations
• Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales
• Differential inequalities and stochastic functional differential equations
• EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS IN HILBERT SPACES

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