Moment boundedness of linear stochastic delay differential equations with distributed delay

DOI10.1016/j.spa.2013.09.002zbMath1316.34082arXiv1203.4017OpenAlexW2027274404MaRDI QIDQ2434494

Xiong Li, Zhen Wang, Jinzhi Lei

Publication date: 6 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4017

zbMATH Keywords

characteristic equationdistributed delaymoment boundednessstochastic delay differential equation

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Linear functional-differential equations (34K06)

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Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations ⋮ Second moment boundedness of linear stochastic delay differential equations ⋮ Stability and moment boundedness of the stochastic linear age-structured model

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