On stability of solutions of stochastic delay differential equations
From MaRDI portal
Publication:2107623
DOI10.1016/J.SYSCONLE.2022.105384zbMATH Open1505.93211OpenAlexW4297330029WikidataQ115340900 ScholiaQ115340900MaRDI QIDQ2107623FDOQ2107623
Authors: Pham Huu Anh Ngoc, Ky Tran 
Publication date: 2 December 2022
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2022.105384
Recommendations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
almost sure exponential stabilitystochastic delay differential equationsexponential stability in mean squareEuler-Maruyama approximation method
Stochastic functional-differential equations (34K50) Control/observation systems governed by functional-differential equations (93C23) Stochastic stability in control theory (93E15) Exponential stability (93D23)
Cites Work
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Stochastic differential equations and applications.
- Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Numerical Solutions of Stochastic Functional Differential Equations
- Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
- Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations
- Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
- Exponential stability of numerical solution to neutral stochastic functional differential equation
- Stability of stochastic functional differential equations with random switching and applications
- Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps
- New results on exponential stability in mean square of neutral stochastic equations with delays
- New criteria for mean square exponential stability of stochastic delay differential equations
- Novel criteria for exponential stability in mean square of stochastic functional differential equations
Cited In (26)
- Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods
- On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
- Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching
- On the stochastic stability and boundedness of solutions for stochastic delay differential equation of the second order
- ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
- Behavior of solution of stochastic delay differential equation with additive fading perturbations
- About one method of stability investigation for nonlinear stochastic delay differential equations
- On delay-dependent stability for a class of nonlinear stochastic delay-differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching
- Title not available (Why is that?)
- On the general decay stability of stochastic differential equations with unbounded delay
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Title not available (Why is that?)
- Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps
- Title not available (Why is that?)
- Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results
- Title not available (Why is that?)
- Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
- Boundedness and stability of nonlinear hybrid neutral stochastic delay differential equation with Lévy jumps under different structures
- Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching
This page was built for publication: On stability of solutions of stochastic delay differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2107623)
