Global stability of an autonomous stochastic delay differential equation with discontinuous coefficients

DOI10.1134/S0012266118060022MaRDI QIDQ1785014zbMATHOpenAlexWikidataFDO

Authors Ya. B. Zadvornyi

Publication date 27 September 2018

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0012266118060022

zbMATH Keywords

Lyapunov second methodBarbashin-Krasovskii and Zubov asymptotic stability

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

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Cites work

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• scientific article; zbMATH DE number 195220 (Why is no real title available?)
• scientific article; zbMATH DE number 3339874 (Why is no real title available?)
• scientific article; zbMATH DE number 3372755 (Why is no real title available?)
• Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients
• Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
• Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign
• Stability of delay evolution equations with stochastic perturbations
• Stochastic stability and control
• Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson

Cited in

(1)

• Global stability of a stochastic differential equation with discontinuous coefficients in a Hilbert space

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