ALMOST SURE ASYMPTOTIC STABILITY OF SCALAR STOCHASTIC DELAY EQUATIONS: FINITE STATE MARKOV PROCESS

DOI10.1142/S0219493712003560zbMath1252.60055MaRDI QIDQ2888815

No author found.

Publication date: 4 June 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

Markov processscalar delay differential equationsrandom parametric fluctuations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items

Nonlinear and additive white noise perturbations of linear delay differential equations at the verge of instability: An averaging approach

Cites Work

• Stochastically perturbed Hopf bifurcation
• Modelling autonomous oscillations in the human pupil light reflex using nonlinear delay-differential equations
• Integral averaging and bifurcation
• Noise and stability in differential delay equations
• Normal forms for retarded functional differential equations and applications to Bogdanov-Takens singularity
• On the stability of processes defined by stochastic difference- differential equations
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Stabilization of linear systems by noise: Application to flow induced oscillations
• Oscillation and Chaos in Physiological Control Systems