Delay-dependent exponential stability of stochastic delay differential system whose coefficients obey the polynomial growth condition

DOI10.1080/00207721.2010.549589zbMath1307.93442OpenAlexW2162860019MaRDI QIDQ5497446

Yi Shen, Lei Liu, Feng Jiang

Publication date: 4 February 2015

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2010.549589

zbMATH Keywords

exponential stabilityBrownian motionItô's formulapolynomial growth conditionstochastic delay differential system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Related Items (2)

The \(p\)th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition ⋮ New-type stability theorem for stochastic functional differential equations with application to SFDSs with distributed delays

Cites Work

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