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scientific article; zbMATH DE number 1996267
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scientific article; zbMATH DE number 1996267 |
Statements
2003
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stability
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stochastic delay differential equations, Lyapunov function
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Razumikhin method
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0.9133580923080444
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0.8623790144920349
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0.8404785990715027
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The author considers the stochastic delay differential equation \[ dX(t)=f(t,X_t)dt+g(t,X_t)dB(t), \] where \(X_t=(X(t+s), -r\leq s\leq 0)\) is a function segment of the past, \(f\) and \(g\) are functionals on \(C([-r,0])\) and \(B\) is the standard Brownian motion. Stability theorems using the Lyapunov-Razumikhin method in a stochastic context are presented. The main application concerns upper estimates on the almost sure Lyapunov exponent. For the entire collection see [Zbl 1020.00004].
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