LaSalle-type theorems for stochastic differential delay equations (Q1304686)

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scientific article; zbMATH DE number 1340177
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    LaSalle-type theorems for stochastic differential delay equations
    scientific article; zbMATH DE number 1340177

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      LaSalle-type theorems for stochastic differential delay equations (English)
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      28 March 2001
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      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.
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      stochastic delay equation
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      stability
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