Lyapunov functionals and practical stability for stochastic differential delay equations with general decay rate

DOI10.14232/ejqtde.2022.1.60MaRDI QIDQ5886137

Mohamed Ali Hammami, Tomás Caraballo Garrido, Faten Ezzine

Publication date: 30 March 2023

Published in: Electronic Journal of Qualitative Theory of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14232/ejqtde.2022.1.60

zbMATH Keywords

Lyapunov functional; Ito formula; almost sure practical stability; decay function; stochastic delay systems

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E03: Stochastic systems in control theory (general)