Noise and stability in differential delay equations
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Publication:1337404
The authors study stability properties of a scalar linear differential delay equation with either multiplicative white noise, additive white noise or additive colored noise. In each case they provide sufficient conditions on the parameters for mean-square stability and stochastic stability. Unfortunately the paper contains some slight inaccuracies. In fact a delay equation with additive white noise can never be mean square stable or stochastically stable in the sense defined by the authors (cf. Theorem 3.1 of the paper which provides nonempty sufficient conditions for both kinds of stability).
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