Exponential stability of solutions for retarded stochastic differential equations without dissipativity

DOI10.3934/DCDSB.2017157MaRDI QIDQ2356891zbMATH OpenOpenAlexFDO

Authors Min Zhu, Panpan Ren, Junping Li

Publication date 7 June 2017

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2017157

zbMATH Keywords

almost sure exponential stabilitydissipativityexponential stabilityretarded stochastic differential equationsvariation-of-constants formula

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

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• Stability in distribution of neutral stochastic functional differential equations
• Stability in distribution of stochastic differential delay equations with Markovian switching
• Stochastic Equations in Infinite Dimensions
• The fundamental solution and its role in the optimal control of infinite dimensional neutral systems

Cited in

(5)

• Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity
• Exponential stability of nontrivial solutions of stochastic differential equation
• Exponential ergodicity for retarded stochastic differential equations
• Stationary distributions for retarded stochastic differential equations without dissipativity
• Exponential dissipativeness of the random-structure diffusion processes and problems of robust stabilization

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