On stability of solutions of stochastic delay differential equations

DOI10.1016/J.SYSCONLE.2022.105384MaRDI QIDQ2107623zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

almost sure exponential stabilityEuler-Maruyama approximation methodexponential stability in mean squarestochastic delay differential equations

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Control/observation systems governed by functional-differential equations (93C23) Exponential stability (93D23) Stochastic stability in control theory (93E15)

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Cited in

(33)

• Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations
• Behavior of solution of stochastic delay differential equation with additive fading perturbations
• Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
• Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results
• On the stochastic stability and boundedness of solutions for stochastic delay differential equation of the second order
• Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach
• On the general decay stability of stochastic differential equations with unbounded delay
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• Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching
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• Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps
• Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
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• ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
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• Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods
• On delay-dependent stability for a class of nonlinear stochastic delay-differential equations
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