Behavior of solution of stochastic delay differential equation with additive fading perturbations

DOI10.1016/J.AML.2020.106640MaRDI QIDQ2006339zbMATH OpenOpenAlexWikidataFDO

Authors Leonid Shaikhet

Publication date 8 October 2020

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2020.106640

zbMATH Keywords

asymptotically \(p\)-trivialfading stochastic perturbationslinear matrix inequalitystochastic delay differential equationwhite noise and Poisson's jumps

Mathematics Subject Classification ID

Perturbations of functional-differential equations (34K27) Stochastic functional-differential equations (34K50) Jump processes on general state spaces (60J76)

Recommendations

• Behavior of solution of stochastic difference equation with continuous time under additive fading noise
• Stability of delay evolution equations with fading stochastic perturbations
• Stability of delay evolution equations with stochastic perturbations
• scientific article; zbMATH DE number 4174060
• scientific article; zbMATH DE number 3949345
• A note on the approximate solutions to stochastic differential delay equation
• scientific article; zbMATH DE number 952887
• On stability of solutions of stochastic delay differential equations
• scientific article; zbMATH DE number 4036847

Cites work

• About stability of delay differential equations with square integrable level of stochastic perturbations
• About stability of difference equations with continuous time and fading stochastic perturbations
• About stability of difference equations with square summable level of stochastic perturbations
• Determination of the inertia of a partitioned Hermitian matrix
• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• Lyapunov functionals and stability of stochastic functional differential equations
• Stability of delay differential equations with fading stochastic perturbations of the type of white noise and Poisson's jumps
• Stability of the neoclassical growth model under perturbations of the type of Poisson's jumps: analytical and numerical analysis

Cited in

(6)

• About stability of delay differential equations with square integrable level of stochastic perturbations
• Behavior of solution of stochastic difference equation with continuous time under additive fading noise
• Stability in mean for uncertain delay differential equations based on new Lipschitz conditions
• Stability of delay evolution equations with fading stochastic perturbations
• The long-time behavior of a stochastic SIR epidemic model with distributed delay and multidimensional Lévy jumps
• Stability of delay differential equations with fading stochastic perturbations of the type of white noise and Poisson's jumps

This page was built for publication: Behavior of solution of stochastic delay differential equation with additive fading perturbations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2006339)