Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales

DOI10.1080/07362990600958937zbMath1121.60065OpenAlexW2088611184MaRDI QIDQ3423711

Chenggui Yuan, Xuerong Mao

Publication date: 15 February 2007

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

Full work available at URL: https://doi.org/10.1080/07362990600958937

zbMATH Keywords

Lyapunov functionsemimartingale convergence theoremattracting setsstochastic aymptotic stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and storage functions (93D30) Asymptotic theory of functional-differential equations (34K25) Stochastic functional-differential equations (34K50)

Related Items (4)

Dynamics of Kolmogorov systems of competitive type under the telegraph noise ⋮ Dynamical Behavior of a Stochastic SIRS Epidemic Model ⋮ Asymptotic behavior of Kolmogorov systems with predator-prey type in random environment ⋮ Attraction and stability for neutral stochastic functional differential equations

Cites Work

• Random differential inequalities
• Stochastic versions of the LaSalle theorem
• Introduction to functional differential equations
• Stochastic stability and control
• Stabilization of Linear Systems by Noise
• Asymptotic stability and spiraling properties for solutions of stochastic equations
• Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions
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