Behavior of solution of stochastic delay differential equation with additive fading perturbations

DOI10.1016/J.AML.2020.106640zbMATH Open1453.34104OpenAlexW3045207174WikidataQ115360768 ScholiaQ115360768MaRDI QIDQ2006339FDOQ2006339

Authors: Leonid Shaikhet 

Publication date: 8 October 2020

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2020.106640

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zbMATH Keywords

linear matrix inequalitystochastic delay differential equationfading stochastic perturbationsasymptotically \(p\)-trivialwhite noise and Poisson's jumps

Mathematics Subject Classification ID

Perturbations of functional-differential equations (34K27) Stochastic functional-differential equations (34K50) Jump processes on general state spaces (60J76)

Cites Work

• Determination of the inertia of a partitioned Hermitian matrix
• Title not available (Why is that?)
• Lyapunov functionals and stability of stochastic functional differential equations
• About stability of difference equations with continuous time and fading stochastic perturbations
• About stability of difference equations with square summable level of stochastic perturbations
• About stability of delay differential equations with square integrable level of stochastic perturbations
• Stability of delay differential equations with fading stochastic perturbations of the type of white noise and Poisson's jumps
• Stability of the neoclassical growth model under perturbations of the type of Poisson's jumps: analytical and numerical analysis

Cited In (6)

• Behavior of solution of stochastic difference equation with continuous time under additive fading noise
• The long-time behavior of a stochastic SIR epidemic model with distributed delay and multidimensional Lévy jumps
• Stability in mean for uncertain delay differential equations based on new Lipschitz conditions
• Stability of delay differential equations with fading stochastic perturbations of the type of white noise and Poisson's jumps
• Stability of delay evolution equations with fading stochastic perturbations
• About stability of delay differential equations with square integrable level of stochastic perturbations

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