LaSalle-type theorems for stochastic differential delay equations (Q1304686)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LaSalle-type theorems for stochastic differential delay equations |
scientific article |
Statements
LaSalle-type theorems for stochastic differential delay equations (English)
0 references
28 March 2001
0 references
LaSalle-type theorems are proved for solutions of stochastic differential delay equations. They are based on the stochastic version of the classical approach based on Lyapunov functions. The general results are applied to give a sufficient condition for almost sure asymptotic stability.
0 references
stochastic delay equation
0 references
stability
0 references
0 references
