Input-to-state stability of linear stochastic functional differential equations

DOI10.1155/2016/8901563MaRDI QIDQ294897zbMATH OpenOpenAlexWikidataFDO

Authors Arcady Ponosov, Ramazan Kadiev

Publication date 16 June 2016

Published in Journal of Function Spaces (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2016/8901563

zbMATH Keywords

``\(W\)-methodinput-to-state stabilitystochastic Lyapunov stability

Mathematics Subject Classification ID

Linear functional-differential equations (34K06) Stability theory of functional-differential equations (34K20) Asymptotic theory of functional-differential equations (34K25) Stochastic functional-differential equations (34K50) Input-output approaches in control theory (93D25) Stochastic stability in control theory (93E15)

Review text

Summary: The purpose of the paper is to show how asymptotic properties, first of all stochastic Lyapunov stability, of linear stochastic functional differential equations can be studied via the property of solvability of the equation in certain pairs of spaces of stochastic processes, the property which we call input-to-state stability with respect to these spaces. Input-to-state stability and hence the desired asymptotic properties can be effectively verified by means of a special regularization, also known as ``the \(W\)-method in the literature. How this framework provides verifiable conditions of different kinds of stochastic stability is shown.

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Cited in

(3)

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• Partial stability of linear stochastic functional differential equations and the W-transform

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