The stability of some class of Itô functional differential equations in the critical case of one zero root
The authors consider a system of stochastic differential equations \[ dx=\left(Ax +\sum_{i=1}^kb_if_i\right)dt +\sum_{i=1}^kb_ix^*R_idw,\qquad d\eta= \sum_{i=1}^k\beta_if_idt +\sum_{i=1}^k\beta_ix^*R_idw, \] where \(A\), \(R_i\) are matrices, \(b_i\) are vectors, \(\beta_i\) are scalars (all of them non-random), \(w\) is a Wiener process, and \(f_i(t)\) are real functions depending on the paths of \(\sigma_i=c_i^*x-\rho_i\eta\) in a non-anticipating way; \(c_i\), \(\rho_i\) are non-random vectors and scalars, respectively. Moreover, there is a partition of the time axis \(0=t_{i0} <t_{i1}<t_{i2}<\dots\) also depending on \(\sigma_i\) in a non-anticipative way, such that \(f_i\) is continuous and preserves its sign on each interval \((t_{in},t_{i,n+1})\). The authors claim that these equations describe dynamics of an asynchronous pulse system with \(k\) pulse elements. Under rather lengthy and involved assumptions they prove that the system is stable, i.e., \(\lim_{t\to\infty}E| x(t)| =0\), for any initial conditions \(x(0)\), \(\eta(0)\).
- Stability of a class of functional-differential Itô equations
- scientific article; zbMATH DE number 4197069
- Stability with probability 1 of solutions of systems of linear stochastic differential-difference Itô equations
- scientific article; zbMATH DE number 4020995
- Stability of nonlinear pulse systems in the presence of random disturbances of parameters
- Stability of nonlinear pulse systems in the presence of random disturbances of parameters
- The stability of the Ito functional-differential equation with a monotone nonlinear characteristic
- Stability of a class of functional-differential Itô equations
- scientific article; zbMATH DE number 4197069 (Why is no real title available?)
This page was built for publication: The stability of some class of Itô functional differential equations in the critical case of one zero root
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1422673)
